Multifractality of products of geometric Ornstein-Uhlenbeck -type processes
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|Item Type:||Journal Article|
|Keywords:||Multifractal products, Long-range Dependence, Geometric Ornstein-Uhlenbeck Process, Levy Process Infinitely Divisible Distribution|
|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 22:49|
|Last Modified:||01 Mar 2012 09:25|
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