Student processes

Advances in Applied Probability

Volumn 37, Issue 2, 2005, Pages 342-365

  Heyde, Chris C ^a   Leonenko, N N ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

Long range dependence; Ornstein Uhlenbeck type process; Self decomposability; Student distribution

Indexed keywords

ECONOMICS; FINANCE; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; TIME SERIES ANALYSIS;

LONG RANGE DEPENDENCE; ORNSTEIN-UHLENBECK TYPE PROCESS; SELF DECOMPOSABILITY; STUDENT DISTRIBUTION;

PROBABILITY DISTRIBUTIONS;

EID: 22244465896     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1118858629     Document Type: Article

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