Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
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Publication:3603201
DOI10.1239/aap/1231340167zbMath1181.60061OpenAlexW2105103300MaRDI QIDQ3603201
V. V. Anh, Narn-Rueih Shieh, Nikolai N. Leonenko
Publication date: 16 February 2009
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1231340167
infinitely divisible distributionlong-range dependenceLévy processmultifractal productsgeometric Ornstein-Uhlenbeck process
Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Sample path properties (60G17) Self-similar stochastic processes (60G18)
Related Items (13)
Multifractal scenarios for products of geometric Lévy-based stationary models ⋮ Detecting multifractal stochastic processes under heavy-tailed effects ⋮ Multifractal scaling of products of birth-death processes ⋮ Multifractal analysis of infinite products of stationary jump processes ⋮ Vector Stochastic Processes with Pólya‐Type Correlation Structure ⋮ Random Fields with Multifractional Regularity Order on Heterogenous Fractal Domains ⋮ Simultaneous Multifractal Analysis of the Branching and Visibility Measure on a Galton-Watson Tree ⋮ On the exponential process associated with a CARMA-type process ⋮ Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances ⋮ FRACTAL GEOMETRY OF LÉVY-BASED SPATIAL-TEMPORAL RANDOM FIELDS ⋮ Limit theorems for multifractal products of geometric stationary processes ⋮ RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS ⋮ Least-squares estimation of multifractional random fields in a Hilbert-valued context
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