scientific article; zbMATH DE number 5066273
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Publication:5493557
zbMath1124.60053MaRDI QIDQ5493557
Alexander M. Lindner, Claudia Klüppelberg, Ross A. Maller
Publication date: 23 October 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lévy processtail behaviourself-decomposable distributionstochastic volatility modelCOGARCHgeneralised Ornstein-Uhlenbeck processcontinuous time GARCH
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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