OpenAlex | Approximation to two independent Gaussian processes from a unique Lévy process and applications

Approximation to two independent Gaussian processes from a unique Lévy process and applications

Work

Year: 2019

Type: article

Source: Communication in Statistics- Theory and Methods

Authors Jun Wang, Song Xian-mei, Guangjun Shen, Xiuwei Yin

Institutions Zhejiang Gongshang University, Chuzhou University, Anhui Normal University

Cites: 27

Cited by:

Related to: 10

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Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Peace, justice, and strong institutions

Open Access status: closed