Article ID Journal Published Year Pages File Type
1154036 Statistics & Probability Letters 2008 9 Pages PDF
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.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
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