The following pages link to Almut E. D. Veraart (Q358130):
Displaying 38 items.
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Random fields and the geometry of Wiener space (Q359687) (← links)
- Girsanov identities for Poisson measures under quasi-nilpotent transformations (Q428138) (← links)
- Stitching pairs of Lévy processes into harnesses (Q436295) (← links)
- (Q592074) (redirect page) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- A Lévy-driven rainfall model with applications to futures pricing (Q1621995) (← links)
- Variance swaps on time-changed Lévy processes (Q1761447) (← links)
- Hybrid simulation scheme for volatility modulated moving average fields (Q1997699) (← links)
- A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
- Scoring predictions at extreme quantiles (Q2106823) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Limit theorems for trawl processes (Q2243917) (← links)
- Mixing properties of multivariate infinitely divisible random fields (Q2330412) (← links)
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
- Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary Processes (Q2801800) (← links)
- Stationary and multi-self-similar random fields with stochastic volatility (Q2804013) (← links)
- Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion (Q2813080) (← links)
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
- Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets (Q2940753) (← links)
- Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference (Q2965535) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
- Ambit Stochastics (Q4686609) (← links)
- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
- Ambit Processes and Stochastic Partial Differential Equations (Q5198555) (← links)
- Limit theorems for multivariate Brownian semistationary processes and feasible results (Q5203952) (← links)
- Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency (Q5245471) (← links)
- Asymptotic theory for the inference of the latent trawl model for extreme values (Q5887768) (← links)
- Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)
- Simulation methods and error analysis for trawl processes and ambit fields (Q6089636) (← links)
- A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
- Periodic trawl processes: simulation, statistical inference and applications in energy markets (Q6610446) (← links)
- Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen (Q6746986) (← links)
