On the Structure and Estimation of Reflection Positive Processes
From MaRDI portal
Publication:5459915
DOI10.1239/JAP/1208358958zbMATH Open1416.62536OpenAlexW2058515089MaRDI QIDQ5459915FDOQ5459915
Authors: Ross S. McVinish 
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
Recommendations
- Reflection positive random fields and Dirichlet spaces
- Structural properties of reflected Lévy processes
- Asymptotics for prediction errors of stationary processes with reflection positivity
- A construction of reflecting Lévy processes
- A Dirichlet process characterization of a class of reflected diffusions
- On the refracted-reflected spectrally negative Lévy processes
- On the statistics of the estimated reflection coefficients of an autoregressive process
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
- On a class of reflected \(\mathrm{AR}(1)\) processes
- Cramér's estimate for the reflected process revisited
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Diffusion processes (60J60) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
- Time series: theory and methods.
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- Title not available (Why is that?)
- Relations between Weak and Uniform Convergence of Measures with Applications
- Title not available (Why is that?)
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Processes of normal inverse Gaussian type
- Probability with Martingales
- Long memory relationships and the aggregation of dynamic models
- Long memory continuous time models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Markov chain models - rarity and exponentiality
- Contemporaneous aggregation of linear dynamic models in large economies
- Fractional {O}rnstein-{U}hlenbeck processes
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- On the Mittag-Leffler distributions
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
- LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
- Dynamic models of long-memory processes driven by Lévy noise
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
- Axioms for Euclidean Green's functions
- Harmonic analysis and boundary value problems in the complex domain
- Geometry of moment spaces
- LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
- Power-law correlations, related models for long-range dependence and their simulation
- On quantum theory in terms of white noise
- Some stationary processes in discrete and continuous time
- Orthogonal series density estimation in a disaggregation scheme
- Stationary and self-similar processes driven by Lévy processes
- A power-law model and other models for long-range dependence
- Title not available (Why is that?)
- Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process
- Title not available (Why is that?)
- Title not available (Why is that?)
- Disaggregation of long memory processes on \(\mathcal C^\infty\) class
Cited In (1)
This page was built for publication: On the Structure and Estimation of Reflection Positive Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5459915)
