Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes

Date

2005

Authors

Lindner, Alexander
Maller, Ross A

Journal Title

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Volume Title

Publisher

Abstract

not available

Description

Keywords

levy integral, generalised Ornstein-Uhlenbeck process, autocovariance function, heavy-tailed behaviour, stochastic integral, strict stationarity

Citation

URI

http://hdl.handle.net/1885/43031
 http://digitalcollections.anu.edu.au/handle/1885/43031

Collections

ANU Research Publications

Source

Type

Working/Technical Paper

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Restricted until

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