Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes

Anh, V and Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 2008. Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes. Statistics and Probability Letters 78 (11) , pp. 1274-1282. 10.1016/j.spl.2007.11.019

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Abstract

This paper presents the log-normal, log-gamma and log-negative inverted gamma scenarios in limit theorems for multifractal products of stochastic processes with long-range dependence.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Schools > Mathematics
Subjects:	Q Science > QA Mathematics
ISSN:	0167-7152
Last Modified:	18 Oct 2022 13:27
URI:	https://orca.cardiff.ac.uk/id/eprint/13957

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