On Lévy Semistationary Processes with a Gamma Kernel

Author:

Pedersen Jan,Sauri Orimar

Publisher

Springer International Publishing

Reference23 articles.

1. O.E. Barndorff-Nielsen, F.E. Benth, J. Pedersen, A.E. Veraart, On stochastic integration for volatility modulated Lévy-driven volterra processes. Stoch. Process. Appl. 124(1), 812–847 (2014)

2. O.E. Barndorff-Nielsen, F.E. Benth, A.E. Veraart, Modelling energy spot prices by volatility modulated Lévy-driven volterra processes. Bernoulli 19(3), 803–845 (2013)

3. O.E. Barndorff-Nielsen, M. Maejima, K. Sato, Infinite divisibility for stochastic processes and time change. J. Theor. Probab. 19(2), 411–446 (2006)

4. O.E. Barndorff-Nielsen, M. Maejima, K. Sato, Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Bernoulli 12(1), 1–33 (2006)

5. O.E. Barndorff-Nielsen, J. Rosiński, S. Thorbjørnsen, General ϒ $$\Upsilon $$ -transformations. ALEA Lat. Am. J. Probab. Math. Stat. 4, 131–165 (2008)

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