A unifying approach to fractional Lévy processes
| dc.contributor.author | Engelke, Sebastian | |
| dc.contributor.author | Woerner, Jeannette H. C. | |
| dc.date.accessioned | 2010-12-17T13:00:24Z | |
| dc.date.available | 2010-12-17T13:00:24Z | |
| dc.date.issued | 2010-12-17 | |
| dc.identifier.uri | http://hdl.handle.net/2003/27541 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15699 | |
| dc.language.iso | en | |
| dc.relation.isversionof | http://hdl.handle.net/2003/27542 | |
| dc.subject | fractional Lévy process | en |
| dc.subject | linear fractional stable motion | en |
| dc.subject | fractional Brownian motion | en |
| dc.subject | semimartingale | en |
| dc.subject | correlation | de |
| dc.subject | long-range dependence | de |
| dc.subject | Blumenthal-Getoor index | de |
| dc.subject.ddc | 610 | |
| dc.title | A unifying approach to fractional Lévy processes | en |
| dc.type | Text | de |
| dc.type.publicationtype | preprint | en |
| dcterms.accessRights | open access | |
| eldorado.dnb.deposit | false |