Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Spectral representation of multivariate regularly varying Lévy and CARMA processes
scientific article

    Statements

    Spectral representation of multivariate regularly varying Lévy and CARMA processes (English)
    0 references
    0 references
    0 references
    19 July 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    CARMA process
    0 references
    Levy process
    0 references
    spectral representation
    0 references
    multivariate regular variation
    0 references
    random noise
    0 references
    random orthogonal measure
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references