On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124)
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scientific article; zbMATH DE number 6684573
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| English | On the conditional small ball property of multivariate Lévy-driven moving average processes |
scientific article; zbMATH DE number 6684573 |
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On the conditional small ball property of multivariate Lévy-driven moving average processes (English)
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14 February 2017
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small ball probability
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conditional full support
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moving average process
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multivariate Lévy process
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convolution determinant
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fractional Lévy process
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Lévy-driven OU process
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Lévy copula
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Lévy mixing
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multivariate subordination
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0.89066917
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0.87623006
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0.8759562
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0.87114185
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0.86622596
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0.8653514
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0.86066735
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