Student processes
2005 ◽
Vol 37
(02)
◽
pp. 342-365
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Keyword(s):
Stochastic processes with Student marginals and various types of dependence structure, allowing for both short- and long-range dependence, are discussed in this paper. A particular motivation is the modelling of risky asset time series.
2005 ◽
Vol 37
(2)
◽
pp. 342-365
◽
Keyword(s):
2013 ◽
Vol 26
(6)
◽
pp. 987-998
◽
Keyword(s):
Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences
◽
1990 ◽
Vol 332
(1627)
◽
pp. 439-455
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Keyword(s):
2006 ◽
Vol 38
(02)
◽
pp. 451-464
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2017 ◽
Vol 2616
(1)
◽
pp. 49-57
◽