Generalized \(z\)-distributions and related stochastic processes
type: Item
instance of: scholarly article
title: Generalized \(z\)-distributions and related stochastic processes
zbMATH Open document ID: 1016.60016
DOI: 10.1023/A:1012806529251
published in: Lithuanian Mathematical Journal
publication date: 2003-05-19T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1912583
zbMATH Keywords: \(z\)-distributions
zbMATH Keywords: Meixner distributions
zbMATH Keywords: Ornstein-Uhlenbeck-type process
zbMATH Keywords: Esscher transform
zbMATH Keywords: mixed exponential process
zbMATH Keywords: self-decomposability
zbMATH Keywords: self-similarity
zbMATH Keywords: ergodic diffusion
author: Bronius Grigelionis
MaRDI profile type: Publication
full work available at URL: a:1012806529251
OpenAlex ID: W143238527
description: scientific article; zbMATH DE number 1912583