Levy integrals and the Stationary of generalised ornstein-Uhlenbeck processes

Citation

Lindner, A & Maller, R 2005, 'Levy integrals and the Stationarity of generalised Ornstein-Uhlenbeck processes', Stochastic Processes and their Applications, vol. 115, no. 10, pp. 1701-1722.

Year

2005

ANU Authors

Field of Research

  • Applied Statistics

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