Student processes
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Publication:5694148
long-range dependenceOrnstein-Uhlenbeck type processself-decomposable distributionsStudent distribution
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic processes (60G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites work
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Cited in
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