Pages that link to "Item:Q5408479"
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The following pages link to Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model (Q5408479):
Displaying 18 items.
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248) (← links)
- Stationary infinitely divisible processes (Q642197) (← 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)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Mixing properties of multivariate infinitely divisible random fields (Q2330412) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations (Q2692927) (← links)
- Integer-valued trawl processes: a class of stationary infinitely divisible processes (Q2922163) (← links)
- Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference (Q2965535) (← links)
- Synchronization for KPZ (Q5083437) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- Mixing of linear operators under infinitely divisible measures on Banach spaces (Q6191135) (← links)
- Periodic trawl processes: simulation, statistical inference and applications in energy markets (Q6610446) (← links)
- Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes (Q6633630) (← links)
