Some stationary processes in discrete and continuous time

Advances in Applied Probability

Volumn 30, Issue 4, 1998, Pages 989-1007

  Barndorff Nielsen, O E ^a   Jensen, J L ^a   Sorensen M ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Autoregression; Generalized logistic distribution; L vy processes; Operator self decomposability; Ornstein Uhlenbeck processes; Self decomposability; Turbulence

Indexed keywords

CORRELATION METHODS; FINANCE; MATHEMATICAL MODELS; MATHEMATICAL OPERATORS; RANDOM PROCESSES; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; TURBULENCE;

AUTOCORRELATION METHOD; AUTOREGRESSION ANALYSIS; GAUSSIAN PROCESSES; GENERALIZED LOGISTIC DISTRIBUTIONS; LEVY PROCESSES; ORNSTEIN-UHLENBECK PROCESSES;

PROBABILITY;

EID: 0032304109     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800008764     Document Type: Article

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