Epilogue
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-24927-8_8
Reference15 articles.
1. O. E. Barndorff-Nielsen, M. Maejima, and K. Sato (2006). Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Bernoulli, 12(1):1–33.
2. O. E. Barndorff-Nielsen and N. Shephard (2002). Normal modified stable processes. Theory of Probability and Mathematical Statistics, 65:1–20.
3. J. L. P. Garmendia (2008). On weighted tempered moving averages processes. Stochastic Models, 24(Supp1):227–245.
4. M. Grabchak (2014). Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? Annals of Finance, 10(4):553–568.
5. M. Grabchak (2015c). On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes. Statistical Inference for Stochastic Processes, DOI 10.1007/s11203-015-9118-9 .
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