The following pages link to (Q3656682):
Displayed 38 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market (Q1657898) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513) (← links)
- Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
- Path properties of a generalized fractional Brownian motion (Q2116490) (← links)
- Large and moderate deviations for stochastic Volterra systems (Q2137754) (← links)
- Estimating stochastic volatility: the rough side to equity returns (Q2292049) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
- On stochastic integration for volatility modulated Lévy-driven Volterra processes (Q2434503) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- Approximating ambit fields via Fourier methods (Q2804015) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Representation and approximation of ambit fields in Hilbert space (Q2974867) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
- Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes (Q5014246) (← links)
- On Lévy Semistationary Processes with a Gamma Kernel (Q5038270) (← links)
- Ambit Fields: Survey and New Challenges (Q5038271) (← links)
- Volatility Options in Rough Volatility Models (Q5112731) (← links)
- Limit theorems for multivariate Brownian semistationary processes and feasible results (Q5203952) (← links)
- Empirical likelihood methods for discretely observed Gaussian moving averages (Q5222386) (← links)
- Incremental Similarity and Turbulence (Q5369329) (← links)
- Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Hybrid scheme for Brownian semistationary processes (Q6032782) (← links)
- Wiener Spiral for Volatility Modeling (Q6090352) (← links)
- A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution (Q6157628) (← links)
- VIX pricing in the rBergomi model under a regime switching change of measure (Q6158433) (← links)
- Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach (Q6187968) (← links)