Abstract
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.
Editor-in-Chief: Girko, Vyacheslav
Managing Editor: Molchanov, S.
Editorial Board Member: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre
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Linnik processes
1 Cardiff School of Mathematics, Cardiff University, Cardiff, CF24 4AG, UK. Email: GunaratnamB@cardiff.ac.uk
2 Cardiff School of Mathematics, Cardiff University, Cardiff, CF24 4AG, UK. Email: LeonenkoN@Cardiff.ac.uk
Citation Information: Random Operators and Stochastic Equations. Volume 16, Issue 2, Pages 109–130, ISSN (Online) 1569-397x, ISSN (Print) 0926-6364, DOI: 10.1515/ROSE.2008.007, September 2008
Publication History:
- Received:
- 2007-08-02
- Published Online:
- 2008-09-11
Key words.: Generalized Linnik distribution; Ornstein–Uhlenbeck type process; self-decomposability; long range dependence
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