On the Hougaard subordinated Gaussian Lévy processes
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Publication:552990
DOI10.1016/j.spl.2011.01.020zbMath1225.60078MaRDI QIDQ552990
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.020
subordination; Bessel function; self-decomposability; Gaussian Lévy process; Hougaard process; Ornstein-Uhlenbeck type process; power-variance distribution
60G51: Processes with independent increments; Lévy processes
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