Stationary and multi-self-similar random fields with stochastic volatility (Q2804013): Difference between revisions

@@ Property / cites work @@
+Stationary infinitely divisible processes
@@ Property / cites work: Stationary infinitely divisible processes / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi Ornstein-Uhlenbeck processes
@@ Property / cites work: Quasi Ornstein-Uhlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Ambit Processes and Stochastic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
+Normal rank
@@ Property / cites work @@
+Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
+Normal rank
@@ Property / cites work @@
+Stationary and self-similar processes driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+Multivariate supOU processes
@@ Property / cites work: Multivariate supOU processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3058567
@@ Property / cites work: Q3058567 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230520
@@ Property / cites work: Q4230520 / rank @@
+Normal rank
@@ Property / cites work @@
+On a time deformation reducing nonstationary stochastic processes to local stationarity
+Normal rank
@@ Property / cites work @@
+Self-Similarity and Lamperti Transformation for Random Fields
+Normal rank
@@ Property / cites work @@
+MODELS FOR TWO-DIMENSIONAL STATIONARY STOCHASTIC PROCESSES
+Normal rank
@@ Property / cites work @@
+Functional regular variation of Lévy-driven multivariate mixed moving average processes
+Normal rank
@@ Property / cites work @@
+Limit theorems for power variations of ambit fields driven by white noise
+Normal rank
@@ Property / cites work @@
+Spectral representations of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Estimation of quadratic variation for two-parameter diffusions
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4445977
@@ Property / cites work: Q4445977 / rank @@
+Normal rank
@@ Property / cites work @@
+Stable mixed moving averages
@@ Property / cites work: Stable mixed moving averages / rank @@
+Normal rank
@@ Property / cites work @@
+ON STATIONARY PROCESSES IN THE PLANE
@@ Property / cites work: ON STATIONARY PROCESSES IN THE PLANE / rank @@
+Normal rank