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Stationary infinitely divisible processes

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  • School of Economics and Management
  • Department of Mathematical Sciences
Original languageEnglish
JournalBrazilian Journal of Probability and Statistics
Volume25
Issue3
Pages (from-to)294-322
Number of pages29
ISSN0103-0752
DOIs
Publication statusPublished - 2011

Bibliographical note

Invited paper

    Research areas

  • Ambit fields and processes, extended subordination, Lévy bases, mixed moving averages, volatility, trawling

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