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Stationary and self-similar processes driven by Lévy processes

199936 citationsJournal Article

Authors

Ole E. Barndorff–Nielsen · Aarhus University

Víctor Pérez‐Abreu · Mathematics Research Center

Topics & Keywords

Stochastic processes and financial applications Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

UN Sustainable Development Goals

Peace, Justice and strong institutions

Publication Details

Published in: Stochastic Processes and their Applications

Volume 84, Issue 2, pp. 357-369

DOI: 10.1016/s0304-4149(99)00061-7

Field-Weighted Citation Impact: 3.92

Stationary and self-similar processes driven by Lévy processes | Researchclopedia