Diffusion-type models with given marginal distribution and autocorrelation function
type: Item
instance of: scholarly article
title: Diffusion-type models with given marginal distribution and autocorrelation function
zbMATH Open document ID: 1066.60071
author: Bo Martin Bibby
author: Ib M. Skovgaard
author: Michael Sørensen
published in: Bernoulli
publication date: 2005-06-23T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 2182611
zbMATH Keywords: ergodic diffusions
zbMATH Keywords: generalized hyperbolic distributions
zbMATH Keywords: long-range dependence
zbMATH Keywords: saddlepoint approximation
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: turbulence
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1116340291
OpenAlex ID: W1983874721
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DOI: 10.3150/BJ/1116340291
description: scientific article; zbMATH DE number 2182611