Pages that link to "Item:Q385628"
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The following pages link to Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628):
Displaying 11 items.
- On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
- Characterization of the finite variation property for a class of stationary increment infinitely divisible processes (Q2444627) (← links)
- Stationary and multi-self-similar random fields with stochastic volatility (Q2804013) (← links)
- Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
- On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
- Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments (Q6100032) (← links)
