Student processes

DOI10.1239/aap/1118858629zbMath1081.60035OpenAlexW4234044903MaRDI QIDQ5694148

Christopher C. Heyde, Nikolai N. Leonenko

Publication date: 29 September 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1118858629

zbMATH Keywords

long-range dependenceStudent distributionOrnstein-Uhlenbeck type processself-decomposable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Characteristic functions; other transforms (60E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic processes (60G99) Self-similar stochastic processes (60G18)

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