Open Access
November 2011 Stationary infinitely divisible processes
Ole E. Barndorff-Nielsen
Braz. J. Probab. Stat. 25(3): 294-322 (November 2011). DOI: 10.1214/11-BJPS140

Abstract

Several recent strands of work has led to the consideration of various types of continuous time stationary and infinitely divisible processes. A review of these types, with some new results, is presented.

Citation

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Ole E. Barndorff-Nielsen. "Stationary infinitely divisible processes." Braz. J. Probab. Stat. 25 (3) 294 - 322, November 2011. https://doi.org/10.1214/11-BJPS140

Information

Published: November 2011
First available in Project Euclid: 22 August 2011

zbMATH: 1244.60037
MathSciNet: MR2832888
Digital Object Identifier: 10.1214/11-BJPS140

Keywords: Ambit fields and processes , extended subordination , Lévy bases , Mixed moving averages , trawling , Volatility

Rights: Copyright © 2011 Brazilian Statistical Association

Vol.25 • No. 3 • November 2011
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