Pages that link to "Item:Q2752947"

The following pages link to Superposition of Ornstein--Uhlenbeck Type Processes (Q2752947):

Displaying 30 items.

• Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
• Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
• Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
• Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980) (← links)
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819) (← links)
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
• Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
• Multifractal Products of Stationary Diffusion Processes (Q3633137) (← links)
• Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
• Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879) (← links)
• Long-memory continuous-time correlation models (Q4819521) (← links)
• Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
• Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models (Q4828199) (← links)
• THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL (Q4917299) (← links)
• Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection (Q4994675) (← links)
• INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS (Q5046646) (← links)
• Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
• Linnik processes (Q5324858) (← links)
• On the exponential process associated with a CARMA-type process (Q5410808) (← links)
• Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model (Q5459531) (← links)
• Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
• Student processes (Q5694148) (← links)
• Burgers' turbulence problem with linear or quadratic external potential (Q5697600) (← links)
• Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
• A generalized Goodwin business cycle model in random environment (Q5962951) (← links)
• Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation (Q6623162) (← links)
• Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (Q6626659) (← links)
• Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes (Q6633630) (← links)