Encyclopedia of Environmetrics
Lévy Processes
Publication
, Chapter
Wolpert, RL
January 1, 2006
Lévy processes are random processes on Euclidean space that are stochastically continuous and have stationary independent increments. They, and their stochastic integrals, have become useful tools in a variety of nonparametric statistical and environmetric applications including density estimation, survival analysis, regression, and spatial modeling.
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Wolpert, R. L. (2006). Lévy Processes. In Encyclopedia of Environmetrics (pp. 1–3). https://doi.org/10.1002/9780470057339.val010
Wolpert, R. L. “Lévy Processes.” In Encyclopedia of Environmetrics, 1–3, 2006. https://doi.org/10.1002/9780470057339.val010.
Wolpert RL. Lévy Processes. In: Encyclopedia of Environmetrics. 2006. p. 1–3.
Wolpert, R. L. “Lévy Processes.” Encyclopedia of Environmetrics, 2006, pp. 1–3. Scopus, doi:10.1002/9780470057339.val010.
Wolpert RL. Lévy Processes. Encyclopedia of Environmetrics. 2006. p. 1–3.