Pages that link to "Item:Q2726723"
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The following pages link to Multivariate subordination, self-decomposability and stability (Q2726723):
Displaying 50 items.
- Vine constructions of Lévy copulas (Q391652) (← links)
- Self-consistency and a generalized principal subspace theorem (Q476214) (← links)
- A note on marked point processes and multivariate subordination (Q504490) (← links)
- On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Selfdecomposable fields (Q521968) (← links)
- On the Hougaard subordinated Gaussian Lévy processes (Q552990) (← links)
- Thorin classes of Lévy processes and their transforms (Q616540) (← links)
- Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups (Q841439) (← links)
- On the Wick theorem for mixtures of centered Gaussian distributions (Q847905) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- On subordinated multivariate Gaussian Lévy processes (Q996741) (← links)
- On the irreducibility of multivariate subresultants. (Q1426641) (← links)
- Cone-parameter convolution semigroups and their subordination (Q1429098) (← links)
- Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552) (← links)
- Stable Lévy process delayed by tempered stable subordinator (Q1726801) (← links)
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators (Q1739376) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- On certain self-decomposable self-similar processes with independent increments (Q1871256) (← links)
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Thinned completely random measures with applications in competing risks models (Q2073231) (← links)
- Tempered positive Linnik processes and their representations (Q2106799) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Hitting probabilities of weighted Poisson processes with different intensities and their subordinations (Q2154241) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics (Q2196551) (← links)
- On non-linear dependence of multivariate subordinated Lévy processes (Q2216946) (← links)
- Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
- Sub-stabilizability and super-stabilizability for bivariate means (Q2258779) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Representation of infinitely divisible distributions on cones (Q2385609) (← links)
- A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor (Q2387333) (← links)
- Expected waiting time in symmetric polling systems with correlated walking times (Q2454688) (← links)
- Some results on subordination, selfdecomposability and operator semi-stability (Q2483455) (← links)
- A note on self-decomposability of stable process subordinated to self-decomposable subordinator (Q2485545) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
- A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades (Q2574134) (← links)
- Multivariate time changes for Lévy asset models: characterization and calibration (Q2654202) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process (Q2682349) (← links)
- On some distributional properties of subordinated Gaussian random fields (Q2684935) (← links)
- Multivariate subordination of Markov processes with financial applications (Q2831000) (← links)
- Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets (Q2837759) (← links)
- Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets (Q2837760) (← links)
- A generalized variance gamma process for financial applications (Q2893076) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
