Pages that link to "Item:Q2583517"
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The following pages link to Spectral properties of superpositions of Ornstein-Uhlenbeck type processes (Q2583517):
Displaying 44 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions (Q380023) (← links)
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
- Asymptotic optimal designs under long-range dependence error structure (Q605883) (← links)
- Long-range dependence in third order and bispectrum singularity (Q653800) (← links)
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations (Q839451) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Lamperti-type laws (Q990380) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
- Hyperbolic cosine ratio and hyperbolic sine ratio random fields (Q2244534) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion (Q2328570) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
- Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
- A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
- Superposition of Ornstein-Uhlenbeck type processes (Q2752947) (← links)
- Limit theorems for aggregated linear processes (Q2837758) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions (Q2905359) (← links)
- Student-like models for risky asset with dependence (Q2986696) (← links)
- Long-memory Gaussian processes governed by generalized Fokker-Planck equations (Q3121504) (← links)
- Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Multifractal Products of Stationary Diffusion Processes (Q3633137) (← links)
- Isotropic random fields with infinitely divisible marginal distributions (Q4639164) (← links)
- Impact force and moment problems on random mass density fields with fractal and Hurst effects (Q4994619) (← links)
- Spectral projections correlation structure for short-to-long range dependent processes (Q5056737) (← links)
- Linnik processes (Q5324858) (← links)
- On the Structure and Estimation of Reflection Positive Processes (Q5459915) (← links)
- Student processes (Q5694148) (← links)
- Vector Stochastic Processes with Pólya‐Type Correlation Structure (Q6064689) (← links)
- Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process (Q6096211) (← links)
- Elastodynamic problem on tensor random fields with fractal and Hurst effects (Q6113592) (← links)
