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Vector Stochastic Processes with Pólya-Type Correlation Structure

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  • Chunsheng Ma

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  • Chunsheng Ma, 2017. "Vector Stochastic Processes with Pólya-Type Correlation Structure," International Statistical Review, International Statistical Institute, vol. 85(2), pages 340-354, August.
    • Handle: RePEc:bla:istatr:v:85:y:2017:i:2:p:340-354
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    File URL: http://hdl.handle.net/10.1111/insr.12204
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    References listed on IDEAS

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    1. Richard Finlay & Thomas Fung & Eugene Seneta, 2011. "Autocorrelation Functions," International Statistical Review, International Statistical Institute, vol. 79(2), pages 255-271, August.
    2. Henghsiu Tsai & K. S. Chan, 2005. "A note on non‐negative continuous time processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 589-597, September.
    3. Ole E. Barndorff‐Nielsen & Neil Shephard, 2001. "Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 167-241.
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