Stable Levy process delayed by tempered stable subordinator

Gajda, J; Kumar, A; Wylomanska, A

Gajda, J (reprint author), Univ Warsaw, Fac Econ Sci, Dept Stat & Econometr, Dluga 44-50, PL-00241 Warsaw, Poland.

STATISTICS & PROBABILITY LETTERS, 2019; 145 (): 284

Abstract

We consider symmetric stable Levy motion time-changed by tempered stable subordinator. This process generalizes the normal inverse Gaussian process wi......

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