Showing 1 - 10 of 28,254
We study the well-known multiplicative Lognormal cascade process in which the multiplication of Gaussian and Lognormally distributed random variables yields time series with intermittent bursts of activity. Due to the non-stationarity of this process and the combinatorial nature of such a...
Persistent link: https://www.econbiz.de/10009389845
Persistent link: https://www.econbiz.de/10000956490
Persistent link: https://www.econbiz.de/10003375290
Persistent link: https://www.econbiz.de/10003734838
Persistent link: https://www.econbiz.de/10001709355
Persistent link: https://www.econbiz.de/10001237074
Persistent link: https://www.econbiz.de/10001195517
Persistent link: https://www.econbiz.de/10001149587
Persistent link: https://www.econbiz.de/10001297236
Persistent link: https://www.econbiz.de/10012000018