Pages that link to "Item:Q1162761"
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The following pages link to On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). (Q1162761):
Displaying 27 items.
- Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type Lévy processes (Q2278860) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Gibbs and autoregressive Markov processes (Q2467382) (← links)
- Parameter estimation of selfsimilarity exponents (Q2482610) (← links)
- Random integral representation of operator-semi-self-similar processes with independent incre\-ments. (Q2574630) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings (Q2636937) (← links)
- A stochastic-difference-equation model for hedge-fund returns (Q2786276) (← links)
- Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- Completely operator-selfdecomposable distributions and operator-stable distributions (Q3697973) (← links)
- An integral representation for selfdecomposable banach space valued random variables (Q3949723) (← links)
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
- Ergodicity and transience of SDEs driven by -stable processes with Markovian switching (Q4576754) (← links)
- Shot Noise Distributions and Selfdecomposability (Q4804872) (← links)
- A density function connected with a non-negative self-decomposable random variable (Q4826346) (← links)
- On an autoregressive process driven by a sequence of Gaussian cylindrical random variables (Q4957785) (← links)
- A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices (Q4991026) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- On the Range of Exponential Functionals of Lévy Processes (Q5270102) (← links)
- Lévy processes in free probability (Q5460738) (← links)
- On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances (Q6046191) (← links)
- Exact simulation of a truncated Lévy subordinator (Q6600100) (← links)
