Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes
type: Item
instance of: scholarly article
title: Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes
zbMATH Open document ID: 1407.60055
author: Holger Fink
author: G. Schlüchtermann
published in: Statistics \& Probability Letters
publication date: 2019-02-20T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 7026193
zbMATH Keywords: fractional Lévy process
zbMATH Keywords: Cox-Ingersoll-Ross process
zbMATH Keywords: Jacobi process
zbMATH Keywords: long memory
MaRDI profile type: Publication
full work available at URL: j.spl.2018.07.004
OpenAlex ID: W2884341072
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DOI: 10.1016/J.SPL.2018.07.004
description: scientific article; zbMATH DE number 7026193