Department of Economics and Business Economics

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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Links

DOI

  • Mikko Pakkanen
  • Tommi Sottinen, Department of Mathematics and Statistics, University of Vaasa, Finland, FinlandAdil Yazigi, Department of Mathematics and Statistics, University of Vaasa, Finland, Finland
Original languageEnglish
JournalStochastic Processes and Their Applications
Volume127
Issue number3
Pages (from-to)749–782
Number of pages34
ISSN0304-4149
DOIs
Publication statusPublished - 2017

See relations at Aarhus University Citationformats

ID: 110155351