Pages that link to "Item:Q2752947"
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The following pages link to Superposition of Ornstein--Uhlenbeck Type Processes (Q2752947):
Displaying 50 items.
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- A class of non-Gaussian second order random fields (Q906604) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type (Q1037019) (← links)
- Cox point processes driven by Ornstein-Uhlenbeck type processes (Q1042534) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- A Lévy-driven rainfall model with applications to futures pricing (Q1621995) (← links)
- Intermittency of trawl processes (Q1640960) (← links)
- Volterra-type Ornstein-Uhlenbeck processes in space and time (Q1660312) (← links)
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Moments of the asset price for the Barndorff-Nielsen and Shephard model (Q1728116) (← links)
- Ornstein-Uhlenbeck processes for geophysical data analysis (Q1782641) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
- Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (Q2074132) (← links)
- Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing (Q2174174) (← links)
- Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes (Q2184573) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
- A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference (Q2276197) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- The moduli of non-differentiability for Gaussian random fields with stationary increments (Q2295038) (← links)
- Valuation of an option using non-parametric methods (Q2328782) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752) (← links)
- Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (Q2445712) (← links)
- Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes (Q2583517) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- On infinitely divisible semimartingales (Q2634898) (← links)
- Generalized fractional Lévy processes with fractional Brownian motion limit (Q2786429) (← links)
- Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
