Reviewing alternative characterizations of Meixner process

Mazzola, Emanuele, Muliere, Pietro, Mazzola, E. . Probability Surveys 2011. 8 :127-154

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Bibtex

@article{CIS-263267,
  Author = {Mazzola, Emanuele and Muliere, Pietro and Mazzola, E.},
  Title = {Reviewing alternative characterizations of Meixner process},
  Journal = {Probability Surveys},
  Volume = {8},
  Year = {2011},
  Pages = {127--154},
  Keywords = {Exact test, Nuisance parameters, Exact p-value, size accuracy, Lévy processes, Esscher transform, equivalent martingale measure, orthogonal polynomials, Meixner-Pollaczeck polynomials, subordinator}
}

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