Invertibility of infinitely divisible continuous-time moving average processes

DOI10.1007/978-3-030-57513-7_6zbMath1473.60078arXiv1505.00196OpenAlexW3170344716MaRDI QIDQ2041478

Orimar Sauri

Publication date: 22 July 2021

Full work available at URL: https://arxiv.org/abs/1505.00196

zbMATH Keywords

causalityinfinitely divisible processesmoving average processesLévy semistationary processesinvertibility of stationary processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

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