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Autor:
Marquardt, Tina Marie
The thesis develops a new approach to generate long memory models by defining the class of fractional Lévy processes (FLPs) and investigates the probabilistic and sample path properties of FLPs. As for a fairly large class of Lévy measures the corr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______518::0cd9f21feb52e195a31f9c63b5b41403
https://mediatum.ub.tum.de/doc/602042/document.pdf
https://mediatum.ub.tum.de/doc/602042/document.pdf
