Department of Economics and Business Economics

Mikko Pakkanen

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

Standard

On the conditional small ball property of multivariate Lévy-driven moving average processes. / Pakkanen, Mikko; Sottinen, Tommi; Yazigi, Adil.

In: Stochastic Processes and Their Applications, Vol. 127, No. 3, 2017, p. 749–782.

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

Harvard

Pakkanen, M, Sottinen, T & Yazigi, A 2017, 'On the conditional small ball property of multivariate Lévy-driven moving average processes', Stochastic Processes and Their Applications, vol. 127, no. 3, pp. 749–782. https://doi.org/10.1016/j.spa.2016.06.025

APA

Pakkanen, M., Sottinen, T., & Yazigi, A. (2017). On the conditional small ball property of multivariate Lévy-driven moving average processes. Stochastic Processes and Their Applications, 127(3), 749–782. https://doi.org/10.1016/j.spa.2016.06.025

CBE

MLA

Pakkanen, Mikko, Tommi Sottinen and Adil Yazigi. "On the conditional small ball property of multivariate Lévy-driven moving average processes". Stochastic Processes and Their Applications. 2017, 127(3). 749–782. https://doi.org/10.1016/j.spa.2016.06.025

Vancouver

Author

Pakkanen, Mikko ; Sottinen, Tommi ; Yazigi, Adil. / On the conditional small ball property of multivariate Lévy-driven moving average processes. In: Stochastic Processes and Their Applications. 2017 ; Vol. 127, No. 3. pp. 749–782.

Bibtex

@article{0eb23b627526451ab0952edbbb6d0003,
title = "On the conditional small ball property of multivariate L{\'e}vy-driven moving average processes",
author = "Mikko Pakkanen and Tommi Sottinen and Adil Yazigi",
year = "2017",
doi = "10.1016/j.spa.2016.06.025",
language = "English",
volume = "127",
pages = "749–782",
journal = "Stochastic Processes and Their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "3",

}

RIS

TY - JOUR

T1 - On the conditional small ball property of multivariate Lévy-driven moving average processes

AU - Pakkanen, Mikko

AU - Sottinen, Tommi

AU - Yazigi, Adil

PY - 2017

Y1 - 2017

U2 - 10.1016/j.spa.2016.06.025

DO - 10.1016/j.spa.2016.06.025

M3 - Journal article

VL - 127

SP - 749

EP - 782

JO - Stochastic Processes and Their Applications

JF - Stochastic Processes and Their Applications

SN - 0304-4149

IS - 3

ER -