On non-linear dependence of multivariate subordinated Lévy processes
نویسندگان
چکیده
منابع مشابه
on the effect of linear & non-linear texts on students comprehension and recalling
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15 صفحه اولOn the unique representation of non-Gaussian multivariate linear processes
In contrast to the fact that Gaussian linear processes generally have nonunique moving-average representations, non-Gaussian univariate linear processes have been shown to admit essentially unique moving-average representation, under various regularity conditions. We extend the one-dimensional result to multivariate processes. Under various conditions on the intercomponent dependence structure ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2020
ISSN: 0167-7152
DOI: 10.1016/j.spl.2020.108870