Pages that link to "Item:Q4829842"
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The following pages link to Lévy-based spatial-temporal modelling, with applications to turbulence (Q4829842):
Displayed 34 items.
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Lévy-based growth models (Q1002576) (← links)
- Completely random signed measures (Q1012217) (← links)
- Cox point processes driven by Ornstein-Uhlenbeck type processes (Q1042534) (← links)
- Some aspects of symmetric Gamma process mixtures (Q1631572) (← links)
- Volterra-type Ornstein-Uhlenbeck processes in space and time (Q1660312) (← links)
- Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility (Q1688615) (← links)
- Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
- Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure (Q2145769) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- On a linear functional for infinitely divisible moving average random fields (Q2178927) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- An inverse problem for infinitely divisible moving average random fields (Q2316341) (← links)
- Lévy-driven Volterra equations in space and time (Q2412515) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure (Q2804428) (← links)
- Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference (Q2965535) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Lévy-based Cox point processes (Q3535645) (← links)
- (Q3552463) (← links)
- Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure (Q4684893) (← links)
- Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure (Q4964780) (← links)
- Central limit theorem for mean and variogram estimators in Lévy–based models (Q4968519) (← links)
- On Lévy Semistationary Processes with a Gamma Kernel (Q5038270) (← links)
- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
- FRACTAL GEOMETRY OF LÉVY-BASED SPATIAL-TEMPORAL RANDOM FIELDS (Q5190003) (← links)
- Stereological Estimation of Mean Particle Volume Tensors in $$\mathbb{R}^{3}$$ from Vertical Sections (Q5275824) (← links)
- Ambit fields: a stochastic modelling approach (Q5861085) (← links)