Pages that link to "Item:Q2340426"

The following pages link to Moment based estimation of supOU processes and a related stochastic volatility model (Q2340426):

Displaying 8 items.

• Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
• Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
• Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
• Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
• The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
• Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
• The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
• Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)