Student-Lévy Processes

Chapter
Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)

Abstract

Important classes of Lévy processes as statistical models arise as the subordinated multivariate Gaussian Lévy process with a mean vector \(a\in R^d\) and a non-degenerated covariance matrix \(A\).

Keywords

Statistical Model Covariance Matrix Stochastic Process Important Classis Fundamental Importance 
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References

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Copyright information

© The Author(s) 2013

Authors and Affiliations

  1. 1.University of VilniusVilniusLithuania

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