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Volumn 39, Issue 1, 1999, Pages 33-41

Processes of Meixner type

Author keywords

Independent increments; Long range dependence; Meixner process; Self similarity; Semimartingale

Indexed keywords


EID: 0038518730     PISSN: 03631672     EISSN: 15738825     Source Type: Journal    
DOI: 10.1007/BF02465533     Document Type: Article
Times cited : (64)

References (19)
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    • The normal inverse Gaussian Lëvy processes: Simulation and approximation
    • T. H. Rydberg, The normal inverse Gaussian Lëvy processes: simulation and approximation, Stochastic Models, 13(4), (1996).
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    • Self-similar processes with independent increments
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.