Department of Economics and Business Economics

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

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  • Mikko Pakkanen
  • Tommi Sottinen, Department of Mathematics and Statistics, University of Vaasa, Finland, Finland
  • Adil Yazigi, Department of Mathematics and Statistics, University of Vaasa, Finland, Finland
Original languageEnglish
JournalStochastic Processes and Their Applications
Volume127
Issue3
Pages (from-to)749–782
Number of pages34
ISSN0304-4149
DOIs
Publication statusPublished - 2017

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