Generalized \(z\)-distributions and related stochastic processes (Q1873217)

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Generalized \(z\)-distributions and related stochastic processes
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    Generalized \(z\)-distributions and related stochastic processes (English)
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    19 May 2003
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    \(z\)-distributions
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    Meixner distributions
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    Ornstein-Uhlenbeck-type process
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    Esscher transform
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    mixed exponential process
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    self-decomposability
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    self-similarity
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    ergodic diffusion
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