On Lévy semistationary processes with a gamma kernel

Jan Pedersen; Orimar Sauri

doi:10.1007/978-3-319-13984-5_11

On Lévy semistationary processes with a gamma kernel

Research output: Contribution to book/anthology/report/proceeding › Article in proceedings › Research › peer-review

8 Citations (Scopus)

Original language	English
Title of host publication	XI Symposium of Probability and Stochastic Processes : CIMAT, Mexico, November 18-22, 2013
Editors	Ramsés H. Mena, Juan Carlos Pardo, Víctor Rivero, Gerónimo Uribe Bravo
Number of pages	15
Publisher	Springer
Publication date	2015
Pages	217-239
ISBN (Print)	978-3-319-13983-8
ISBN (Electronic)	978-3-319-13984-5
DOIs	https://doi.org/10.1007/978-3-319-13984-5_11
Publication status	Published - 2015
Event	XI Symposium on Probability and Stochastic Processes - , Mexico Duration: 18 Nov 2013 → 22 Nov 2013 Conference number: 11

Conference

Conference	XI Symposium on Probability and Stochastic Processes
Number	11
Country/Territory	Mexico
Period	18/11/2013 → 22/11/2013

Series	Progress in Probability
Volume	69
ISSN	1050-6977

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10.1007/978-3-319-13984-5_11

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Cite this

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title = "On L{\'e}vy semistationary processes with a gamma kernel",

author = "Jan Pedersen and Orimar Sauri",

year = "2015",

doi = "10.1007/978-3-319-13984-5_11",

language = "English",

isbn = "978-3-319-13983-8",

series = "Progress in Probability",

publisher = "Springer",

pages = "217--239",

editor = "Mena, {Rams{\'e}s H.} and Pardo, {Juan Carlos} and V{\'i}ctor Rivero and Bravo, {Ger{\'o}nimo Uribe}",

booktitle = "XI Symposium of Probability and Stochastic Processes",

address = "Netherlands",

note = "XI Symposium on Probability and Stochastic Processes ; Conference date: 18-11-2013 Through 22-11-2013",

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Pedersen, J & Sauri, O 2015, On Lévy semistationary processes with a gamma kernel. in RH Mena, JC Pardo, V Rivero & GU Bravo (eds), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. Springer, Progress in Probability, vol. 69, pp. 217-239, XI Symposium on Probability and Stochastic Processes, Mexico, 18/11/2013. https://doi.org/10.1007/978-3-319-13984-5_11

On Lévy semistationary processes with a gamma kernel. / Pedersen, Jan ; Sauri, Orimar.
XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. ed. / Ramsés H. Mena; Juan Carlos Pardo; Víctor Rivero; Gerónimo Uribe Bravo. Springer, 2015. p. 217-239 (Progress in Probability, Vol. 69).

Research output: Contribution to book/anthology/report/proceeding › Article in proceedings › Research › peer-review

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AU - Pedersen, Jan

AU - Sauri, Orimar

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DO - 10.1007/978-3-319-13984-5_11

M3 - Article in proceedings

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SP - 217

EP - 239

BT - XI Symposium of Probability and Stochastic Processes

A2 - Mena, Ramsés H.

A2 - Pardo, Juan Carlos

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T2 - XI Symposium on Probability and Stochastic Processes

Y2 - 18 November 2013 through 22 November 2013

ER -