Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators

DOI10.1080/03610926.2020.1817486OpenAlexW3085068997MaRDI QIDQ5092686

Janusz Gajda

Publication date: 22 July 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1817486

zbMATH Keywords

long-range dependenceMittag-Leffler distributionLévy densitysubordinated stochastic processes

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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