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Gamma Kernels and BSS/LSS Processes - MaRDI portal

Gamma Kernels and BSS/LSS Processes (Q4976493)

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scientific article; zbMATH DE number 6754915
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English
Gamma Kernels and BSS/LSS Processes
scientific article; zbMATH DE number 6754915

    Statements

    title
    Gamma Kernels and BSS/LSS Processes (English)
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    publication date
    31 July 2017
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    zbMATH Keywords
    ambit stochastics
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    gamma kernels
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    semistationary processes
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    stochastic integrals
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    Lévy processes
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    Brownian motion
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    volatility
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    Green's function
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    econometrics
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    cites work
    Q5436594
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    Q3656682
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    Q3195632
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    Q4857359
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    Q4338898
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    Q5699297
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    Q5722918
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60G51
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    60J65
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    60G10
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    60-02
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    91G70
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    zbMATH DE Number
    6754915
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    OpenAlex ID
    W2557670741
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