Tempered Hermite process
Probability
2016-01-07 v1
Abstract
A tempered Hermite process modifies the power law kernel in the time domain representation of a Hermite process by multiplying an exponential tempering factor such that the process is well defined for Hurst parameter . A tempered Hermite process is the weak convergence limit of a certain discrete chaos process.
Cite
@article{arxiv.1601.01108,
title = {Tempered Hermite process},
author = {Farzad Sabzikar},
journal= {arXiv preprint arXiv:1601.01108},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.15559/15-VMSTA34 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)