Limit theorems for multifractal products of geometric stationary processes
Limit theorems for multifractal products of geometric stationary processes
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Author / Creator
Publisher
International Statistical Institute and Bernoulli Society for Mathematical Statistics and Probability
Journal title
Language
English
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Publication information
Publisher
International Statistical Institute and Bernoulli Society for Mathematical Statistics and Probability
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Scope and Contents
Contents
We investigate the properties of multifractal products of geometric Gaussian processes with possible longrange dependence and geometric Ornstein-Uhlenbeck processes driven by Lévy motion and their finite and infinite superpositions. We present the general conditions for the Lq convergence of cumulative processes to the limiting processes and invest...
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Full title
Limit theorems for multifractal products of geometric stationary processes
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Author / Creator
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TN_cdi_crossref_primary_10_3150_15_BEJ738
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_3150_15_BEJ738
Other Identifiers
ISSN
1350-7265
DOI
10.3150/15-BEJ738
