Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751)

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Spectral representation of multivariate regularly varying Lévy and CARMA processes
scientific article

    Statements

    title
    Spectral representation of multivariate regularly varying Lévy and CARMA processes (English)
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    author
    Florian Fuchs
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    Robert Stelzer
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    publication date
    19 July 2013
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    zbMATH Keywords
    CARMA process
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    Levy process
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    spectral representation
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    multivariate regular variation
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    random noise
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    random orthogonal measure
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    cites work
    Q4671207
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    Q5180663
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    Q3350394
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    Function theory 1
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    Q4821311
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    Complex Analysis
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    Heavy-Tail Phenomena
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    Q5531487
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    Q4301585
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    Q4937701
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    Q5640160
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60G10
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    60G57
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    62M15
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    zbMATH DE Number
    6189613
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    OpenAlex ID
    W2038696470
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    arXiv ID
    1105.2706
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