Fractionally integrated COGARCH processes

arXiv1501.03694MaRDI QIDQ6258162

Claudia Klüppelberg, Stephan Haug, German Straub

Publication date: 15 January 2015

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Stochastic models in economics (91B70) Stochastic integrals (60H05)

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