Author:
Brockwell Peter J.,Schlemm Eckhard
Funder
International Graduate School of Science and Engineering of the Technische Universität München
TUM Institute for Advanced Study, funded by the German Excellence Initiative
National Science Foundation
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference44 articles.
1. Mathematical Analysis;Apostol,1974
2. Lévy Processes and Stochastic Calculus;Applebaum,2004
3. Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics;Barndorff-Nielsen;J. R. Stat. Soc. Ser. B,2001
4. Multivariate supOU processes;Barndorff-Nielsen;Ann. Appl. Probab.,2011
5. Wahrscheinlichkeitstheorie;Bauer,2002
Cited by
32 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