Student processes

Authors
Heyde, C. C. Leonenko, N. N.
Citation
C. Heyde, C. et N. Leonenko, N., Student processes, Advances in applied probability , 37(1), 2005, pp. 342-365
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
37
Issue
1
Year of publication
2005
Pages
342 - 365
Database
ACNP
SICI code
Abstract
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.