Log-Normal, Log-Gamma and Log-Negative inverted gamma scenarios in multifractal products of stochastic processes
Anh, Vo & Leonenko, Nikolai (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.
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|Item Type:||Journal Article|
|Keywords:||Multifractal Products, Log-Normal Scenario|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Stochastic Analysis and Modelling (010406)|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
|Deposited On:||12 Feb 2010 12:48|
|Last Modified:||01 Mar 2012 01:46|
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