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Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes
Resource
Dependence in Probability and Statistics, pp 103-119, ed. P. Doukhan, G.
Lang, D. Surgailis, and G. Teyssiere. Springer Lecture Notes in Statistics 200, 2010
Lang, D. Surgailis, and G. Teyssiere. Springer Lecture Notes in Statistics 200, 2010
Journal
Dependence in Probability and Statistics (Lecture Notes in Statistics)
Pages
103-122
Date Issued
2010
Date
2010
Author(s)
Shieh, Narn-Rueih
Anh, V.
Leonenko, N.N.
Paul Doukhan
Gabriel Lang
Donatas Surgailis
Gilles Teyssière
Type
conference paper