Linnik processes

DOI10.1515/ROSE.2008.007MaRDI QIDQ5324858zbMATH OpenOpenAlexFDO

Authors G. Bakeerathan, Nikolai N. Leonenko

Publication date 8 August 2009

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.2008.007

zbMATH Keywords

self-decomposabilitylong range dependenceOrnstein-Uhlenbeck type processgeneralized Linnik distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stationary stochastic processes (60G10)

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Cites work

• A characterization of gamma mixtures of stable laws motivated by limit theorems
• Analytic and asymptotic properties of Linnik's probability densities. I
• Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
• Burgers' turbulence problem with linear or quadratic external potential
• Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
• Distributions with complete monotone derivative and geometric infinite divisibility
• Dynamic models of long-memory processes driven by Lévy noise
• Linnik distributions and processes
• Mixture representations for symmetric generalized Linnik laws
• On a Class of Unimodal Distributions
• On defining long-range dependence
• On modes of long-range dependence
• Semi-Stable Stochastic Processes
• Some stationary processes in discrete and continuous time
• Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
• Stationary and self-similar processes driven by Lévy processes
• Student processes
• Superposition of Ornstein-Uhlenbeck type processes

Cited in

(6)

• Tempered positive Linnik processes and their representations
• Simulation of supOU processes with specified marginal distribution and correlation function
• The multifaceted behavior of integrated supOU processes: the infinite variance case
• K-differenced vector random fields
• Peakedness and convex ordering for elliptically contoured random fields
• Linnik Lévy process and some extensions

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