Stochastic processes, non-normal innovations, and the use of scaling ratios

P.A. Groenendijk, A. Lucas, C.G. de Vries

Research output: Working paper / Preprint › Working paper › Professional

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Name	Research Memorandum VU Amsterdam
No.	1997-58

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@techreport{07673d30aab948519cf7b4876cc0e3fc,

title = "Stochastic processes, non-normal innovations, and the use of scaling ratios",

author = "P.A. Groenendijk and A. Lucas and {de Vries}, C.G.",

year = "1997",

language = "English",

series = "Research Memorandum VU Amsterdam",

publisher = "FEWEB",

number = "1997-58",

type = "WorkingPaper",

institution = "FEWEB",

}