Superposition of Ornstein--Uhlenbeck Type Processes
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97978166
Reference11 articles.
1. Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
2. Processes of normal inverse Gaussian type
3. Parametric modelling of turbulence
4. Some stationary processes in discrete and continuous time
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