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Stationary infinitely divisible processes
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    Stationary infinitely divisible processes (English)
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    25 October 2011
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    This paper reviews various types of continuous time stationary and infinitely divisible processes and adds some new results. In Section 2 the author gives background results on inifinite divisibility and Levy bases. Extended subordination and meta-times are considered in Section 3. Ambit fields and processes are briefly discussed iun Section 4. In Section 5 the spectral representability is considered. The last two sections discuss null-spatial and tempo-spatial settings.
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    ambit fields and processes
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    extended subordination
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    Levy bases
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    mixed moving averages
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    volatility
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    trawling
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