Intermittency of trawl processes-Reference-Cited by-同舟云学术

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Intermittency of trawl processes

Published:2018-06 Issue: Volume:137 Page:235-242
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Grahovac Danijel^ORCID,Leonenko Nikolai N.,Taqqu Murad S.

Funder

MINECO, Spain

Australian Research Council

Cardiff Incoming Visiting Fellowship Scheme

International Collaboration Seedcorn Fund

National Science Foundation

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference19 articles.

1. Approximations of small jumps of Lévy processes with a view towards simulation;Asmussen;J. Appl. Probab.,2001

2. Superposition of Ornstein–Uhlenbeck type processes;Barndorff-Nielsen;Theory Probab. Appl.,2001

3. Stationary infinitely divisible processes;Barndorff-Nielsen;Braz. J. Probab. Stat.,2011

4. Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency;Barndorff-Nielsen;Banach Center Publ.,2015

5. Integer-valued trawl processes: A class of stationary infinitely divisible processes;Barndorff-Nielsen;Scand. J. Stat.,2014

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Periodic Trawl Processes: Simulation, Statistical Inference and Applications in Energy Markets;Quantitative Energy Finance;2024

2. INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS;Fractals;2022-09-29

3. Intermittency in the small-time behavior of Lévy processes;Statistics & Probability Letters;2022-08

4. Limit theorems for integrated trawl processes with symmetric Lévy bases;Electronic Journal of Probability;2020-01-01

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