The following pages link to Multivariate supOU processes (Q627238):
Displaying 29 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Random matrix models of stochastic integral type for free infinitely divisible distributions (Q452832) (← links)
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
- Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
- Stationary and multi-self-similar random fields with stochastic volatility (Q2804013) (← links)
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
- On the Process of the Eigenvalues of a Hermitian Lévy process (Q2956054) (← 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)
- THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL (Q4917299) (← links)
- On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)
