On Lévy Semistationary Processes with a Gamma Kernel (Q5038270): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-319-13984-5_11
+Normal rank
@@ Property / OpenAlex ID @@
+W2346457194
@@ Property / OpenAlex ID: W2346457194 / rank @@
+Normal rank
@@ Property / cites work @@
+The Coupling of Angular Momentum Vectors in Molecules
+Normal rank
@@ Property / cites work @@
+Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes
+Normal rank
@@ Property / cites work @@
+Infinite divisibility for stochastic processes and time change
+Normal rank
@@ Property / cites work @@
+Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
+Normal rank
@@ Property / cites work @@
+Q3623879
@@ Property / cites work: Q3623879 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy-based spatial-temporal modelling, with applications to turbulence
+Normal rank
@@ Property / cites work @@
+Q5436594
@@ Property / cites work: Q5436594 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3656682
@@ Property / cites work: Q3656682 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets
+Normal rank
@@ Property / cites work @@
+High-frequency sampling and kernel estimation for continuous-time moving average processes
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for Brownian semi-stationary processes with application to turbulence
+Normal rank
@@ Property / cites work @@
+Q4323629
@@ Property / cites work: Q4323629 / rank @@
+Normal rank
@@ Property / cites work @@
+Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
+Normal rank
@@ Property / cites work @@
+Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Type \(G\) distributions on \({\mathbb R}^d\)
@@ Property / cites work: Type \(G\) distributions on \({\mathbb R}^d\) / rank @@
+Normal rank
@@ Property / cites work @@
+The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+Spectral representations of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Additive processes and stochastic integrals
@@ Property / cites work: Additive processes and stochastic integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Integrals and Extensions of Selfdecomposability
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5038270