Stationary infinitely divisible processes (Q642197): Difference between revisions
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English | 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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