| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152498 | Statistics & Probability Letters | 2011 | 5 Pages |
Abstract
The Hougaard subordinated multivariate Gaussian Lévy processes are characterized. Necessary and sufficient conditions for their self-decomposability are given and related Ornstein-Uhlenbeck type processes are described.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bronius Grigelionis,