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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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ID Code: 30851
Item Type: Journal Article
Keywords: Multifractal Products, Log-Normal Scenario
DOI: 10.1016/j.spl.2007.11.019
ISSN: 0167-7152
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 22:48
Last Modified: 01 Mar 2012 11:46

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