normal inverse Gaussian process
GPTKB entity
Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:distributedBy |
normal inverse Gaussian distribution
|
| gptkbp:generalizes |
Brownian motion
|
| gptkbp:hasIncrementDistribution |
normal inverse Gaussian distribution
|
| https://www.w3.org/2000/01/rdf-schema#label |
normal inverse Gaussian process
|
| gptkbp:introduced |
gptkb:Ole_Barndorff-Nielsen
|
| gptkbp:introducedIn |
1997
|
| gptkbp:isInfinitelyDivisible |
true
|
| gptkbp:isLevyProcess |
true
|
| gptkbp:isMarkovProcess |
true
|
| gptkbp:parameter |
skewness parameter
drift parameter tail heaviness parameter volatility parameter |
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance |
| gptkbp:bfsParent |
gptkb:stochastic_process
|
| gptkbp:bfsLayer |
4
|