On the conditional small ball property of multivariate Lévy-driven moving average processes

Publication: Research - peer-reviewJournal article

DOI

  • Mikko Pakkanen
  • Tommi Sottinen
    Tommi SottinenDepartment of Mathematics and Statistics, University of Vaasa, FinlandFinland
  • Adil Yazigi
    Adil YazigiDepartment of Mathematics and Statistics, University of Vaasa, FinlandFinland
Original languageEnglish
JournalStochastic Processes and Their Applications
Volume127
Issue number3
Pages (from-to)749–782
Number of pages34
ISSN0304-4149
DOIs
StatePublished - 2017

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