Generalized \(z\)-distributions and related stochastic processes

DOI10.1023/A:1012806529251zbMath1016.60016OpenAlexW143238527MaRDI QIDQ1873217

Bronius Grigelionis

Publication date: 19 May 2003

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012806529251

zbMATH Keywords

self-similarityself-decomposabilityEsscher transformOrnstein-Uhlenbeck-type processergodic diffusionmixed exponential processMeixner distributions\(z\)-distributions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probability distributions: general theory (60E05) Diffusion processes (60J60)

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