Student's \(t\)-distribution and related stochastic processes

DOI10.1007/978-3-642-31146-8zbMath1269.60013OpenAlexW581621380MaRDI QIDQ444336

Bronius Grigelionis

Publication date: 14 August 2012

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-31146-8

zbMATH Keywords

Thorin classH-diffusionsLévy compulaLévy subordinatorsStudent's distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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A copula-based approach for generating lattices ⋮ Recursive maximum likelihood estimation with \(t\)-distribution noise model ⋮ Gaussian and sparse processes are limits of generalized Poisson processes ⋮ Five degrees of randomness

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