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- W4236080238 abstract "Using a simple characterization of the Linnik distribution, discrete-time processes having a stationary Linnik distribution are constructed. The processes are structurally related to exponential processes introduced by Arnold (1989), Lawrance and Lewis (1981) and Gaver and Lewis (1980). Multivariate versions of the processes are also described. These Linnik models appear to be viable alternatives to stable processes as models for temporal changes in stock prices." @default.
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- W4236080238 date "1993-06-01" @default.
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- W4236080238 title "Linnik distributions and processes" @default.
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- W4236080238 doi "https://doi.org/10.1017/s0021900200117346" @default.
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