The following pages link to (Q5436605):
Displaying 19 items.
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← 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)
- The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← 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)
- On infinitely divisible semimartingales (Q2634898) (← links)
- Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
- Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments (Q6100032) (← links)
- Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (Q6626659) (← links)
- Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes (Q6633630) (← links)
