Integer-valued trawl processes: a class of stationary infinitely divisible processes
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- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
- A negative binomial model for time series of counts
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- Diffusion Equation and Stochastic Processes
- Discrete analogues of self-decomposability and stability
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- Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
- Multivariate supOU processes
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- Non-parametric estimation for the \(M/G/\infty\) queue
- On the autocorrelation and spectral functions of queues
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- Spectral representations of infinitely divisible processes
- Stable mixed moving averages
- Stationary infinitely divisible processes
- Superposition of Ornstein-Uhlenbeck type processes
Cited in
(21)- Discrete-time trawl processes
- Ambit fields: a stochastic modelling approach
- Limit theorems for integrated trawl processes with symmetric Lévy bases
- Mixed moving average field guided learning for spatio-temporal data
- Stationary and multi-self-similar random fields with stochastic volatility
- Limit theorems for trawl processes
- Intermittency of trawl processes
- Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails
- Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
- Periodic trawl processes: simulation, statistical inference and applications in energy markets
- Likelihood Inference for Exponential-Trawl Processes
- Some recent developments in ambit stochastics
- Inference and forecasting for continuous-time integer-valued trawl processes
- Ole Eiler Barndorff-Nielsen and financial econometrics
- A note on linear processes with tapered innovations
- Metatimes, random measures and cylindrical random variables
- Simulation methods and error analysis for trawl processes and ambit fields
- Modeling, simulation and inference for multivariate time series of counts using trawl processes
- Spectral estimation for non-linear long range dependent discrete time trawl processes
- Selfdecomposable fields
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