On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time - Université Claude Bernard Lyon 1 Accéder directement au contenu
Article Dans Une Revue Lecture Notes in Statistics Année : 2010

On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time

Fichier non déposé

Dates et versions

hal-01100462 , version 1 (06-01-2015)

Identifiants

  • HAL Id : hal-01100462 , version 1

Citer

Béatrice Vedel, Herwig Wendt, Patrice Abry, Stéphane Jaffard. On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time. Lecture Notes in Statistics, 2010, 200, pp.71-102. ⟨hal-01100462⟩
111 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More