Pages that link to "Item:Q3111058"
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The following pages link to Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058):
Displaying 6 items.
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
