Extremes of supOU processes
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- Intermittency and infinite variance: the case of integrated supou processes
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- The tail process and tail measure of continuous time regularly varying stochastic processes
- The multifaceted behavior of integrated supOU processes: the infinite variance case
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- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
- Moment based estimation of supOU processes and a related stochastic volatility model
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
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- Tail behavior of multivariate Lévy-driven mixed moving average processes and supOU stochastic volatility models
- Extremes of Continuous–Time Processes.
- Functional regular variation of Lévy-driven multivariate mixed moving average processes
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes
- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes
- Clustering of extreme events in time series generated by the fractional Ornstein-Uhlenbeck equation
- Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions
- Multivariate supOU processes
- Statistical evaluation of a long-memory process using the generalized entropic value-at-risk
- Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes
- Singular properties of high-order spectral densities of supOU processes
- Almost sure growth of integrated supOU processes
- Positively decreasing and related distributions under dependence
- Dickman type stochastic processes with short- and long- range dependence
- Simulation of supOU processes with specified marginal distribution and correlation function
- Time-changed extremal process as a random sup measure
- Integrability conditions for space-time stochastic integrals: theory and applications
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