An inverse gamma activity time process with noninteger parameters and a self-similar limit
type: Item
instance of: scholarly article
zbMATH Open document ID: 1255.60056
author: Richard Finlay
author: Eugene Seneta
author: Dingcheng Wang
published in: Journal of Applied Probability
publication date: 2012-07-08T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.jap/1339878797
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6053722
zbMATH Keywords: inverse gamma processes
zbMATH Keywords: \(t\)-distribution
zbMATH Keywords: subordinator model
zbMATH Keywords: long-range dependence
zbMATH Keywords: self similarity
MaRDI profile type: Publication
OpenAlex ID: W2061042647
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DOI: 10.1239/JAP/1339878797
title: An inverse gamma activity time process with noninteger parameters and a self-similar limit
reviewed by: Nikolai N. Leonenko
description: scientific article; zbMATH DE number 6053722