Some stationary processes in discrete and continuous time
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Publication:4236695
DOI10.1239/aap/1035228204zbMath0930.60026OpenAlexW2065583156MaRDI QIDQ4236695
Jens Ledet Jensen, Michael Sørensen, Ole Eiler Barndorff-Nielsen
Publication date: 31 January 2000
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1035228204
Lévy processesturbulenceOrnstein-Uhlenbeck processesautoregressionself-decomposabilitygeneralized logistic distribution
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