Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes

Date

2005

Authors

Lindner, Alexander
Maller, Ross A

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Abstract

not available

Description

Keywords

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

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Type

Working/Technical Paper

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