Generalized \(z\)-distributions and related stochastic processes (Q1873217): Difference between revisions
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scientific article
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English | Generalized \(z\)-distributions and related stochastic processes |
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Generalized \(z\)-distributions and related stochastic processes (English)
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19 May 2003
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\(z\)-distributions
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Meixner distributions
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Ornstein-Uhlenbeck-type process
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Esscher transform
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mixed exponential process
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self-decomposability
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self-similarity
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ergodic diffusion
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