Spectral representations of quasi-infinitely divisible processes
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DOI: 10.1016/j.spa.2019.05.014
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References listed on IDEAS
- Horowitz, Joseph, 1986. "Gaussian random measures," Stochastic Processes and their Applications, Elsevier, vol. 22(1), pages 129-133, May.
- David Berger, 2019. "On quasi‐infinitely divisible distributions with a point mass," Mathematische Nachrichten, Wiley Blackwell, vol. 292(8), pages 1674-1684, August.
- Horn, Roger A. & Steutel, F. W., 1978. "On multivariate infinitely divisible distributions," Stochastic Processes and their Applications, Elsevier, vol. 6(2), pages 139-151, January.
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Keywords
Quasi-infinitely divisible distributions; Random measure; Stochastic integral; Lévy–Khintchineformula; Signed measure;All these keywords.
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