Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model (Q5408479)
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scientific article; zbMATH DE number 6282480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model |
scientific article; zbMATH DE number 6282480 |
Statements
Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model (English)
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10 April 2014
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infinitely divisible process
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mixing
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mixed moving average process
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supOU process
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stochastic volatility model
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codifference
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