Vector Stochastic Processes with Pólya-Type Correlation Structure-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Vector Stochastic Processes with Pólya-Type Correlation Structure

Published:2016-10-20 Issue:2 Volume:85 Page:340-354
ISSN:0306-7734
Container-title:International Statistical Review
language:en
Short-container-title:International Statistical Review

Author:

Ma Chunsheng¹²³

Affiliation:

1. Department of Mathematics, Statistics, and Physics; Wichita State University; Wichita 67260-0033 KS USA

2. School of Economics; Wuhan University of Technology; Hubei 430070 China

3. School of Mathematics and Statistics; Hubei Engineering University; Xiaogan 432000 Hubei China

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/insr.12204/fullpdf

Reference31 articles.

1. Multifractality of products of geometric Ornstein-Uhlenbeck type processes;Anh;Adv. Appl. Prob.,2008

2. Lévy Processes and Stochastic Calculus

3. Normal inverse Gaussian distributions and stochastic volatility modelling;Barndorff-Nielsen;Scand. J. Statist.,1997

4. Spectral properties of superpositions of Ornstein-Uhlenbeck type processes;Barndorff-Nielsen;Methodol. Comput. Appl. Prob.,2005

5. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics;Barndorff-Nielsen;J. R. Statist. Soc. B,2001

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Isotropic random fields with infinitely divisible marginal distributions;Stochastic Analysis and Applications;2017-12-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP