Gamma kernels and BSS/LSS processes
From MaRDI portal
Recommendations
- On Lévy semistationary processes with a gamma kernel
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence
- scientific article; zbMATH DE number 1639858
- Limit theorems for multivariate Brownian semistationary processes and feasible results
- Brownian semistationary processes and volatility/intermittency
Cites work
- A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets
- A Lévy based approach to random vector fields: with a view towards turbulence
- A Stochastic Differential Equation Framework for the Timewise Dynamics of Turbulent Velocities
- About non-differentiable functions
- Ambit processes and stochastic partial differential equations
- Ambit processes; with applications to turbulence and tumour growth
- An integral representation for selfdecomposable banach space valued random variables
- Approximating Lévy semistationary processes via Fourier methods in the context of power markets
- Assessing relative volatility/ intermittency/energy dissipation
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence
- Brownian semistationary processes and volatility/intermittency
- Change of time and change of measure
- Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs
- High-frequency sampling of a continuous-time ARMA process
- scientific article; zbMATH DE number 1015397 (Why is no real title available?)
- scientific article; zbMATH DE number 821171 (Why is no real title available?)
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- scientific article; zbMATH DE number 3186650 (Why is no real title available?)
- Hybrid scheme for Brownian semistationary processes
- Integrability conditions for space-time stochastic integrals: theory and applications
- Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
- Lévy driven moving averages and semimartingales
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes
- Multipower variation for Brownian semistationary processes
- On Riemann-Liouville and Caputo derivatives
- On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis
- On stochastic integration for volatility modulated Lévy-driven Volterra processes
- On the class of distributions of subordinated Lévy processes and bases
- Power and exponential moments of the number of visits and related quantities for perturbed random walks
- Quasi Ornstein-Uhlenbeck processes
- Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
- Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
- Some recent developments in ambit stochastics
- Stochastic integration on the real line
- The Kolmogorov-Obukhov statistical theory of turbulence
- The Kolmogorov-Obukhov theory of turbulence. A mathematical theory of turbulence
- The Kolmogorov-Obukhov-She-Leveque scaling in turbulence
Cited in
(6)- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
- Modelling turbulent time series by BSS-processes
- The local fractional bootstrap
- scientific article; zbMATH DE number 1408896 (Why is no real title available?)
- On Lévy semistationary processes with a gamma kernel
This page was built for publication: Gamma kernels and BSS/LSS processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4976493)
