Tempered Hermite process
A tempered Hermite process modifies the power law kernel in the time domain representation of a Hermite process by multiplying an exponential tempering factor $\lambda >0$ such that the process is well defined for Hurst parameter $H>\frac{1}{2}$. A tempered Hermite process is the weak converge...
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| Format: | Article |
| Language: | English |
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VTeX
2015-09-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA34 |