Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3397637 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme values of independent stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3567509 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3965312 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to the theory of point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A spectral representation for max-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary min-stable stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Esscher transform and the duality principle for multidimensional semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4827954 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3869819 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the spectral representation of symmetric stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral representations of sum- and max-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary systems of Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary max-stable fields associated to negative definite functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integral representations and classification of sum- and max-infinitely divisible processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Symmetries and Invariance Principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lift zonoids, random convex hulls and the variability of random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence to a stable distribution via order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Random Sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex geometry of max-stable distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Extension of Put-Call Symmetry / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exchangeability-type properties of asset prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate dispersion, central regions and depth. The lift zonoid approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the structure of stationary stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition of stationary \(\alpha\)-stable random fields. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3417695 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-static hedging for certain Margrabe-type options with barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5287551 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetric martingales and symmetric smiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the association of sum- and max-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the structure and representations of max-stable processes / rank
 
Normal rank

Latest revision as of 21:39, 8 July 2024

scientific article
Language Label Description Also known as
English
Invariance properties of random vectors and stochastic processes based on the zonoid concept
scientific article

    Statements

    Invariance properties of random vectors and stochastic processes based on the zonoid concept (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    8 August 2014
    0 references
    ergodic theorem
    0 references
    exchangeability
    0 references
    isometry
    0 references
    swap-invariance
    0 references
    zonoid
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references