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Items for "Generalized Linnik distribution"

Linnik processes

Stochastic processes with generalized Linnik marginals and various types of dependence structure, allowing for both short and long range dependence, are discussed in this paper.

Keywords: Generalized Linnik distribution, OrnsteinUhlenbeck type process, self-decomposability, long range dependence

01/2008 | Random Operators and Stochastic Equations, Walter de Gruyter