稳定的非高斯随机过程：具有无限方差的随机模型
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance.
Journal of the American Statistical Association · 1995
被引 1399 · 同刊同年前 4%
ABS 4
- Thomas Mikosch
- Gennady Samorodnitsky
- Murad S. Taqqu
计量经济学统计学应用数学经济学