✦ LIBER ✦

Spectral Representation of Multivariate Regularly Varying Lévy and CARMA Processes

✍ Scribed by Florian Fuchs, Robert Stelzer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Parametric estimation of the driving Lév

✍ Brockwell, Peter J.; Schlemm, Eckhard 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 621 KB

On representation theorem of sublinear e

✍ Ren, Liying 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 444 KB

Irreducibility of dynamics and represent

✍ Yuri Kozitsky 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 125 KB

First jump approximation of a Lévy-drive

✍ Robert Stelzer 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 871 KB

First and Last Passage Times of Spectral

✍ Paroissin, Christian; Rabehasaina, Landy 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 501 KB

On Exit and Ergodicity of the Spectrally

✍ M.R. Pistorius 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 259 KB