Exchangeability and Infinite Divisibility

DOI10.1007/978-3-319-25826-3_6zbMath1358.60035OpenAlexW2255037398MaRDI QIDQ2956049

Alexander M. Lindner, Martin Drapatz

Publication date: 16 January 2017

Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-25826-3_6

zbMATH Keywords

Ornstein-Uhlenbeck processexchangeabilityinfinitely divisible distributionLévy copularandom recurrence equationexchangeability preserving transformationupsilon-transform

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Exchangeability for stochastic processes (60G09)

Cites Work

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