| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155169 | Statistics & Probability Letters | 2008 | 8 Pages |
Abstract
The multidimensional generalized Ornstein-Uhlenbeck process is defined as an extended version of the generalized Ornstein-Uhlenbeck process of which integral is with respect to a multidimensional Lévy process. The condition for the stationarity of the process and that for the convergence are respectively studied. The relationship between these two conditions is also clarified.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Kotaro Endo, Muneya Matsui,