Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751)
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scientific article; zbMATH DE number 6189613
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| English | Spectral representation of multivariate regularly varying Lévy and CARMA processes |
scientific article; zbMATH DE number 6189613 |
Statements
Spectral representation of multivariate regularly varying Lévy and CARMA processes (English)
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19 July 2013
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CARMA process
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Levy process
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spectral representation
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multivariate regular variation
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random noise
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random orthogonal measure
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0.8598132133483887
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0.8390141725540161
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0.8102943897247314
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0.8050655126571655
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0.7941356897354126
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