Pages that link to "Item:Q5245471"

The following pages link to Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency (Q5245471):

Displaying 24 items.

• Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
• Selfdecomposable fields (Q521968) (← links)
• A note on linear processes with tapered innovations (Q779839) (← links)
• Intermittency of trawl processes (Q1640960) (← links)
• Volterra-type Ornstein-Uhlenbeck processes in space and time (Q1660312) (← links)
• Limit theorems for integrated trawl processes with symmetric Lévy bases (Q2024500) (← links)
• Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
• Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
• Paracontrolled distribution approach to stochastic Volterra equations (Q2232183) (← links)
• Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
• Mixing properties of multivariate infinitely divisible random fields (Q2330412) (← links)
• Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) (← links)
• Lévy-driven Volterra equations in space and time (Q2412515) (← links)
• Discrete-time trawl processes (Q2419973) (← links)
• Stationary and multi-self-similar random fields with stochastic volatility (Q2804013) (← links)
• Approximating ambit fields via Fourier methods (Q2804015) (← links)
• Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
• Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference (Q2965535) (← links)
• Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
• Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
• Ambit Fields: Survey and New Challenges (Q5038271) (← links)
• Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
• Incremental Similarity and Turbulence (Q5369329) (← links)
• Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)