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Linnik distributions and processes - MaRDI portal

Linnik distributions and processes (Q5288011)

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scientific article; zbMATH DE number 243356
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English
Linnik distributions and processes
scientific article; zbMATH DE number 243356

    Statements

    title
    Linnik distributions and processes (English)
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    author
    Dale N. Anderson
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    Barry C. Arnold
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    publication date
    19 December 1993
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    zbMATH Keywords
    exponential processes
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    stable processes
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    stock prices
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    geometric compounding
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    time series
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    characteristic function
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    discrete-time processes
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    stationary Linnik distribution
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    Linnik distributions
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    Identifiers

    DOI
    10.2307/3214842
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    Mathematics Subject Classification ID
    62M10
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    62E10
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    60G10
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    62M99
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    zbMATH DE Number
    243356
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    OpenAlex ID
    W2313543494
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