Linnik processes
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Publication:5324858
DOI10.1515/ROSE.2008.007zbMath1199.60111OpenAlexW4239688613MaRDI QIDQ5324858
G. Bakeerathan, Nikolai N. Leonenko
Publication date: 8 August 2009
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2008.007
long range dependenceself-decomposabilityOrnstein-Uhlenbeck type processgeneralized Linnik distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (4)
Peakedness and convex ordering for elliptically contoured random fields ⋮ Linnik Lévy process and some extensions ⋮ The multifaceted behavior of integrated supOU processes: the infinite variance case ⋮ $K$-Differenced Vector Random Fields
Cites Work
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- A characterization of gamma mixtures of stable laws motivated by limit theorems
- Semi-Stable Stochastic Processes
- Dynamic models of long-memory processes driven by Lévy noise
- On modes of long-range dependence
- Linnik distributions and processes
- Student processes
- Burgers' turbulence problem with linear or quadratic external potential
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