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Modeling Stationary Data by a Class of Generalized Ornstein-Uhlenbeck Processes: The Gaussian Case.

, , and . IDA, volume 8819 of Lecture Notes in Computer Science, page 13-24. Springer, (2014)

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On a martingale characterization of two-parameter Wiener process. Statistics & Probability Letters, 10 (3): 263--270 (August 1990)F Distribution.. International Encyclopedia of Statistical Science, Springer, (2011)Modeling Stationary Data by a Class of Generalized Ornstein-Uhlenbeck Processes: The Gaussian Case., , and . IDA, volume 8819 of Lecture Notes in Computer Science, page 13-24. Springer, (2014)