The following pages link to Multivariate supOU processes (Q627238):
Displayed 11 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)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
- Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
- THE WISHART SHORT RATE MODEL (Q4909141) (← links)
- THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL (Q4917299) (← links)