Author:
Behme Anita,Lindner Alexander
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference27 articles.
1. Lévy Processes and Stochastic Calculus;Applebaum,2004
2. A. Behme, Generalized Ornstein–Uhlenbeck processes and extensions, Doctoral Thesis, TU Braunschweig, 2011.
3. Stationary solutions of the stochastic differential equation dVt=Vt−dUt+dLt with Lévy noise;Behme;Stoch. Proc. Appl.,2011
4. Strict stationarity of generalized autoregressive processes;Bougerol;Ann. Probab.,1992
5. Continuous-time GARCH processes;Brockwell;Ann. Appl. Probab.,2006
Cited by
7 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. Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation;Scandinavian Journal of Statistics;2021-08-08
2. Continuous time autoregressive moving average
processes with random Lévy coefficients;Latin American Journal of Probability and Mathematical Statistics;2017
3. Precise large deviation results for products of random matrices;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2016-08-01
4. Stochastic Models with Power-Law Tails;Springer Series in Operations Research and Financial Engineering;2016
5. Exchangeability and Infinite Divisibility;The Fascination of Probability, Statistics and their Applications;2015-12-27