On the Structure and Estimation of Reflection Positive Processes
From MaRDI portal
Publication:5459915
DOI10.1239/jap/1208358958zbMath1416.62536OpenAlexW2058515089MaRDI QIDQ5459915
Publication date: 30 April 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1208358958
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Diffusion processes (60J60)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Long memory relationships and the aggregation of dynamic models
- Time series: theory and methods.
- Markov chain models - rarity and exponentiality
- On the Mittag-Leffler distributions
- Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process
- Harmonic analysis and boundary value problems in the complex domain
- Processes of normal inverse Gaussian type
- Stationary and self-similar processes driven by Lévy processes
- Fractional {O}rnstein-{U}hlenbeck processes
- Long memory continuous time models
- Axioms for Euclidean Green's functions
- Disaggregation of long memory processes on \(\mathcal C^\infty\) class
- Contemporaneous aggregation of linear dynamic models in large economies
- Orthogonal series density estimation in a disaggregation scheme
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
- Power-law correlations, related models for long-range dependence and their simulation
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
- Probability with Martingales
- On quantum theory in terms of white noise
- Some stationary processes in discrete and continuous time
- A power-law model and other models for long-range dependence
- Dynamic models of long-memory processes driven by Lévy noise
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
- LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- Relations between Weak and Uniform Convergence of Measures with Applications
- Geometry of moment spaces
This page was built for publication: On the Structure and Estimation of Reflection Positive Processes
