Regularity of the laws of shot noise series and of related processes
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Publication:966510
DOI10.1007/s10959-009-0255-1zbMath1204.60006arXiv0910.0156OpenAlexW2038322650MaRDI QIDQ966510
Publication date: 23 April 2010
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.0156
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Convergence of probability measures (60B10)
Related Items (2)
Crossings of smooth shot noise processes ⋮ Numerical aspects of shot noise representation of infinitely divisible laws and related processes
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