Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
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DOI: 10.1016/j.spa.2019.01.010
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Cited by:
- Jan Beran & Klaus Telkmann, 2021. "On inference for modes under long memory," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 429-455, June.
- Danijel Grahovac & Nikolai N. Leonenko & Murad S. Taqqu, 2020. "The Multifaceted Behavior of Integrated supOU Processes: The Infinite Variance Case," Journal of Theoretical Probability, Springer, vol. 33(4), pages 1801-1831, December.
- Grahovac, Danijel, 2022. "Intermittency in the small-time behavior of Lévy processes," Statistics & Probability Letters, Elsevier, vol. 187(C).
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Keywords
SupOU processes; Limit theorems; Intermittency;All these keywords.
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