Skip navigation
Skip navigation

Student Processes

Heyde, C C; Leonenko, N N


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.

CollectionsANU Research Publications
Date published: 2005
Type: Journal article
Source: Advances in Applied Probability
DOI: 10.1239/aap/1118858629


There are no files associated with this item.

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator