Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628): Difference between revisions

@@ Property / DOI @@
-.1007/s10687-012-0165-y
@@ Property / DOI: 10.1007/s10687-012-0165-y / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2056309359
@@ Property / OpenAlex ID: W2056309359 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0639
@@ Property / arXiv ID: 1204.0639 / rank @@
+Normal rank
@@ Property / cites work @@
+Superposition of Ornstein--Uhlenbeck Type Processes
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Multivariate supOU processes
@@ Property / cites work: Multivariate supOU processes / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy driven moving averages and semimartingales
@@ Property / cites work: Lévy driven moving averages and semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Spectral representations of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Finite variation of fractional Lévy processes
@@ Property / cites work: Finite variation of fractional Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail probabilities of subadditive functionals of Lévy processes.
+Normal rank
@@ Property / cites work @@
+Functionals of infinitely divisible stochastic processes with exponential tails
+Normal rank
@@ Property / cites work @@
+Representations of continuous-time ARMA processes
@@ Property / cites work: Representations of continuous-time ARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the oscillation of infinitely divisible and some other processes
+Normal rank
@@ Property / cites work @@
+Some zero-one laws for Gaussian processes
@@ Property / cites work: Some zero-one laws for Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to the theory of point processes
@@ Property / cites work: An introduction to the theory of point processes / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme value theory for space-time processes with heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+On convergence toward an extreme value distribution in \(C[0,1]\)
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes of regularly varying Lévy-driven mixed moving average processes
+Normal rank
@@ Property / cites work @@
+Extremes of Lévy driven mixed MA processes with convolution equivalent distributions
+Normal rank
@@ Property / cites work @@
+Q5436605
@@ Property / cites work: Q5436605 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral representation of multivariate regularly varying Lévy and CARMA processes
+Normal rank
@@ Property / cites work @@
+Extremal behavior of regularly varying stochastic processes
+Normal rank
@@ Property / cites work @@
+On regular variation for infinitely divisible random vectors and additive processes
+Normal rank
@@ Property / cites work @@
+Regular variation for measures on metric spaces
@@ Property / cites work: Regular variation for measures on metric spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Q3333815
@@ Property / cites work: Q3333815 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Continuity and boundedness of infinitely divisible processes: A Poisson point process approach
+Normal rank
@@ Property / cites work @@
+Fractional Lévy processes with an application to long memory moving average processes
+Normal rank
@@ Property / cites work @@
+Multivariate fractionally integrated CARMA processes
+Normal rank
@@ Property / cites work @@
+Q3213952
@@ Property / cites work: Q3213952 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+On stochastic integral representation of stable processes with sample paths in Banach spaces
+Normal rank
@@ Property / cites work @@
+On path properties of certain infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Distributions of subadditive functionals of sample paths of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Sample path properties of stochastic processes represented as multiple stable integrals
+Normal rank
@@ Property / cites work @@
+Stable mixed moving averages
@@ Property / cites work: Stable mixed moving averages / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10687-012-0165-Y
@@ Property / DOI: 10.1007/S10687-012-0165-Y / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:385628