91 citations · 91 across the 4 of their papers we have counts for
4 papers
Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes
Alexander Lindner, Ken-iti Sato
The infinite (in both directions) sequence of the distributions of the stochastic integrals for integers is investigate…
New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class
Takahiro Aoyama, Alexander Lindner, Makoto Maejima
Recently, many classes of infinitely divisible distributions on R^d have been characterized in several ways. Among others, the first way is to use Levy measures, the second one is…
Continuous-time GARCH processes
Peter Brockwell, Erdenebaatar Chadraa, Alexander Lindner
A family of continuous-time generalized autoregressive conditionally heteroscedastic processes, generalizing the process of Klüppelberg, Lindner and…
On Continuity Properties of the Law of Integrals of Lévy Processes
Jean Bertoin, Alexander Lindner, Ross A. Maller
Let be a bivariate Lévy process such that the integral converges almost surely. We characterise, in terms of their \LL measures, those L…