Stationary infinitely divisible processes
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Publication:642197
DOI10.1214/11-BJPS140zbMath1244.60037OpenAlexW1974983211MaRDI QIDQ642197
Publication date: 25 October 2011
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/11-bjps140
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10)
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Intermittency of trawl processes ⋮ Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes ⋮ An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market ⋮ Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes ⋮ On a linear functional for infinitely divisible moving average random fields ⋮ Inference and forecasting for continuous-time integer-valued trawl processes ⋮ Likelihood Inference for Exponential-Trawl Processes ⋮ Incremental Similarity and Turbulence ⋮ Limit theorems for trawl processes ⋮ Selfdecomposable fields ⋮ Limit theorems for integrated trawl processes with symmetric Lévy bases ⋮ Modeling, simulation and inference for multivariate time series of counts using trawl processes ⋮ Some Recent Developments in Ambit Stochastics ⋮ Stationary and multi-self-similar random fields with stochastic volatility ⋮ Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure ⋮ Metatimes, random measures and cylindrical random variables ⋮ An inverse problem for infinitely divisible moving average random fields
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