✦ LIBER ✦

Sampling rate and misidentification of Lévy and non-Lévy movement paths

✍ Scribed by Plank, Michael J.; Codling, Edward A.

Book ID: 120409787
Publisher: Ecological Society of America
Year: 2009
Tongue: English
Weight: 826 KB
Volume: 90
Category: Article
ISSN: 0012-9658
DOI: 10.1890/09-0079.1

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On representation theorem of sublinear e

On representation theorem of sublinear expectation related to -Lévy process and paths of -Lévy process

✍ Ren, Liying 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 444 KB

Dimension results for sample paths of op

Dimension results for sample paths of operator stable Lévy processes

✍ Mark M. Meerschaert; Yimin Xiao 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 326 KB

Multiple points in the sample paths of a

Multiple points in the sample paths of a Lévy process

✍ Steven N. Evans 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 353 KB

The set-indexed Lévy process: Stationari

The set-indexed Lévy process: Stationarity, Markov and sample paths properties

✍ Herbin, Erick; Merzbach, Ely 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 344 KB

Exponentially damped Lévy flights, multi

Exponentially damped Lévy flights, multiscaling, and exchange rates

✍ Raul Matsushita; Iram Gleria; Annibal Figueiredo; Pushpa Rathie; Sergio Da Silva 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 515 KB

We employ our previously suggested exponentially damped LÃ evy ight (Physica A 326 (2003) 544) to study the multiscaling properties of 30 daily exchange rates against the US dollar together with a ÿctitious euro-dollar rate (Physica A 286 (2000) 353). Though multiscaling is not theoretically seen in

The Defaultable Lévy Term Structure: Rat

The Defaultable Lévy Term Structure: Ratings and Restructuring

✍ Ernst Eberlein; Fehmi Özkan 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 220 KB