Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184)

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Diffusion-type models with given marginal distribution and autocorrelation function
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    Diffusion-type models with given marginal distribution and autocorrelation function (English)
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    23 June 2005
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    ergodic diffusions
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    generalized hyperbolic distributions
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    long-range dependence
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    saddlepoint approximation
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    stochastic differential equation
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    turbulence
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