Integer-Valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes-Reference-Cited by-同舟云学术

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Integer-Valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Barndorff-Nielsen Ole E.,Lunde Asger,Shephard Neil,Veraart Almut

Publisher

Elsevier BV

Reference38 articles.

1. Superposition of Ornstein-Uhlenbeck type processes;O E Barndorff-Nielsen;Theory of Probability and its Applications,2001

2. Meta-times and extended subordination

3. Stationary infinitely divisible processes;O E Barndorff-Nielsen;REBRAPE Brazilian Journal of Probability and Statistics,2011

4. Ambit processes and stochastic partial differential equations;O E Barndorff-Nielsen;Advanced Mathematical Methods for Finance,2011

5. Meta-times and extended subordination;O E Barndorff-Nielsen;Theory of Probability and its Applications,2011

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