Pages that link to "Item:Q2209303"
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The following pages link to The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303):
Displaying 7 items.
- Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- Intermittency in the small-time behavior of Lévy processes (Q2670792) (← links)
- Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819) (← links)
- INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS (Q5046646) (← links)
- Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes (Q6633630) (← links)