Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)
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 \(A\).
KeywordsStatistical Model Covariance Matrix Stochastic Process Important Classis Fundamental Importance
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