Pages that link to "Item:Q4236695"
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The following pages link to Some stationary processes in discrete and continuous time (Q4236695):
Displaying 50 items.
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Multivariate supOU processes (Q627238) (← 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)
- Stationary clock changes on stationary processes (Q673363) (← links)
- A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises (Q965868) (← links)
- Can continuous-time stationary stable processes have discrete linear representations? (Q1423134) (← links)
- Processes of Meixner type (Q1567713) (← links)
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise (Q1728240) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing (Q2174174) (← links)
- Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (Q2511180) (← links)
- Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes (Q2922895) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- Isotropic random fields with infinitely divisible marginal distributions (Q4639164) (← links)
- Semi-parametric modelling in finance: theoretical foundations (Q4646785) (← links)
- A semi-parametric approach to risk management (Q4647288) (← links)
- VASIČEK BEYOND THE NORMAL (Q4673672) (← links)
- STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME (Q4807284) (← links)
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
- Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection (Q4994675) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (Q5245903) (← links)
- Linnik processes (Q5324858) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- On the Structure and Estimation of Reflection Positive Processes (Q5459915) (← links)
- Student processes (Q5694148) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
