The following pages link to (Q5436594):
Displaying 33 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- Spectral representation of Gaussian semimartingales (Q1047164) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Hybrid simulation scheme for volatility modulated moving average fields (Q1997699) (← links)
- Asymptotics for volatility derivatives in multi-factor rough volatility models (Q2037765) (← 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)
- Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications -- (Q2243926) (← links)
- An inverse problem for infinitely divisible moving average random fields (Q2316341) (← links)
- On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312) (← links)
- Mixing properties of multivariate infinitely divisible random fields (Q2330412) (← links)
- Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) (← links)
- On stochastic integration for volatility modulated Lévy-driven Volterra processes (Q2434503) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
- On Smile Properties of Volatility Derivatives: Understanding the VIX Skew (Q5029932) (← links)
- On Lévy Semistationary Processes with a Gamma Kernel (Q5038270) (← links)
- Ambit Fields: Survey and New Challenges (Q5038271) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Ambit fields: a stochastic modelling approach (Q5861085) (← links)
- Simulation methods and error analysis for trawl processes and ambit fields (Q6089636) (← links)
- A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution (Q6157628) (← links)
