A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit (Q5448744)
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scientific article; zbMATH DE number 5246104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit |
scientific article; zbMATH DE number 5246104 |
Statements
A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit (English)
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7 March 2008
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gamma process
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variance-gamma distribution
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\(t\) distribution
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subordinator model
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construction
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long-range dependence
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self-similarity
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