Zeroes of Infinitely Divisible Densities
From MaRDI portal
Cited in
(20)- On multivariate infinitely divisible distributions
- Local asymptotic normality for the scale parameter of stable processes.
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
- Short proofs in extrema of spectrally one sided Lévy processes
- A Fourier-cosine method for finite-time ruin probabilities
- On a Lévy process pinned at random time
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid
- The Hausdorff dimension of operator semistable Lévy processes
- Markovian bridges: weak continuity and pathwise constructions
- Bridges of Lévy processes conditioned to stay positive
- Some recent results in infinite divisibility
- On admissible translates of infinitely divisible distributions
- For which functions are 𝑓(𝑋_{𝑡})-𝔼𝕗(𝕏_{𝕥}) and 𝕘(𝕏_{𝕥})/𝔼𝕘(𝕏_{𝕥}) martingales?
- Shifting processes with cyclically exchangeable increments at random
- Local time-space calculus for symmetric Lévy processes
- Random Lévy looptrees and Lévy maps
- On estimation of skewed stable linear regression
- The impact of pinning points on memorylessness in Lévy random bridges
- Robustified Gaussian quasi-likelihood inference for volatility
- Homogenization of periodic diffusion with small jumps
This page was built for publication: Zeroes of Infinitely Divisible Densities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5576060)
