On the Structure and Estimation of Reflection Positive Processes
From MaRDI portal
Publication:5459915
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
Cites work
- scientific article; zbMATH DE number 3976018 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
- scientific article; zbMATH DE number 597380 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 2208465 (Why is no real title available?)
- scientific article; zbMATH DE number 3108056 (Why is no real title available?)
- A power-law model and other models for long-range dependence
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Axioms for Euclidean Green's functions
- Contemporaneous aggregation of linear dynamic models in large economies
- Disaggregation of long memory processes on \(\mathcal C^\infty\) class
- Dynamic models of long-memory processes driven by Lévy noise
- Fractional kinetic equations driven by Gaussian or infinitely divisible noise
- Fractional {O}rnstein-{U}hlenbeck processes
- Geometry of moment spaces
- Harmonic analysis and boundary value problems in the complex domain
- LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
- LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY
- Long memory continuous time models
- Long memory relationships and the aggregation of dynamic models
- Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process
- Markov chain models - rarity and exponentiality
- Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- On quantum theory in terms of white noise
- On the Mittag-Leffler distributions
- Orthogonal series density estimation in a disaggregation scheme
- Power-law correlations, related models for long-range dependence and their simulation
- Probability with Martingales
- Processes of normal inverse Gaussian type
- Relations between Weak and Uniform Convergence of Measures with Applications
- Some stationary processes in discrete and continuous time
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
- Stationary and self-similar processes driven by Lévy processes
- Time series: theory and methods.
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)
