Stationary infinitely divisible processes
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Publication:642197
DOI10.1214/11-BJPS140zbMATH Open1244.60037OpenAlexW1974983211MaRDI QIDQ642197FDOQ642197
Authors: Ole E. Barndorff-Nielsen 
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
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- scientific article; zbMATH DE number 2063861
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10)
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Cited In (27)
- Regularity of infinitely divisible processes
- Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
- How rich is the class of processes which are infinitely divisible with respect to time?
- Limit theorems for integrated trawl processes with symmetric Lévy bases
- Incremental Similarity and Turbulence
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes
- SUBORDINATION OF STATIONARY PROCESSES
- Invertibility of infinitely divisible continuous-time moving average processes
- Stationary and multi-self-similar random fields with stochastic volatility
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- A common shock model for multidimensional electricity intraday price modelling with application to battery valuation
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- Modeling, simulation and inference for multivariate time series of counts using trawl processes
- Characterization of the finite variation property for a class of stationary increment infinitely divisible processes
- Meta-times and extended subordination
- Selfdecomposable fields
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