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

V.V. Anh and N.N. Leonenko

Statistics & Probability Letters, 2008, vol. 78, issue 11, 1274-1282

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.

Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(07)00405-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:11:p:1274-1282

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().