Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058): Difference between revisions
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Revision as of 10:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models |
scientific article |
Statements
Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (English)
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17 January 2012
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infinitely divisible process
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mixed moving average process
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Lévy basis
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independently scattered random measure
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stochastic integral
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multivariate regular variation
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supOU process
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stochastic volatility model
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tail behavior
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