Heyde, C CLeonenko, N N2015-12-132015-12-130001-8678http://hdl.handle.net/1885/81198Stochastic 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.Keywords: Economics; Finance; Mathematical models; Probability density function; Random processes; Time series analysis; Long range dependence; Ornstein-Uhlenbeck type process; Self decomposability; Student distribution; Probability distributions Long-range dependence; Ornstein-Uhlenbeck-type process; Self-decomposability; Student distribution200510.1239/aap/11188586292015-12-11