Stationary infinitely divisible processes (Q642197)

From MaRDI portal





scientific article; zbMATH DE number 5963746
Language Label Description Also known as
default for all languages
No label defined
    English
    Stationary infinitely divisible processes
    scientific article; zbMATH DE number 5963746

      Statements

      Stationary infinitely divisible processes (English)
      0 references
      25 October 2011
      0 references
      This paper reviews various types of continuous time stationary and infinitely divisible processes and adds some new results. In Section 2 the author gives background results on inifinite divisibility and Levy bases. Extended subordination and meta-times are considered in Section 3. Ambit fields and processes are briefly discussed iun Section 4. In Section 5 the spectral representability is considered. The last two sections discuss null-spatial and tempo-spatial settings.
      0 references
      ambit fields and processes
      0 references
      extended subordination
      0 references
      Levy bases
      0 references
      mixed moving averages
      0 references
      volatility
      0 references
      trawling
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references