Linnik distributions and processes

DOI10.2307/3214842zbMath0777.62086OpenAlexW2313543494MaRDI QIDQ5288011

Barry C. Arnold, Dale N. Anderson

Publication date: 19 December 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214842

zbMATH Keywords

time seriescharacteristic functionstable processesstock pricesgeometric compoundingdiscrete-time processesexponential processesLinnik distributionsstationary Linnik distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Characterization and structure theory of statistical distributions (62E10) Inference from stochastic processes (62M99)

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