infinitely divisible processes Latest Research Papers

A general approach to sample path generation of infinitely divisible processes via shot noise representation

Statistics & Probability Letters ◽

10.1016/j.spl.2021.109091 ◽

2021 ◽

pp. 109091

Author(s):

Reiichiro Kawai

Keyword(s):

Shot Noise ◽

Sample Path ◽

Path Generation ◽

Infinitely Divisible ◽

Infinitely Divisible Processes

Upper and Lower Bounds for Stochastic Processes - Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics ◽

10.1007/978-3-030-82595-9_12 ◽

2021 ◽

pp. 399-415

Author(s):

Michel Talagrand

Keyword(s):

Infinitely Divisible ◽

Infinitely Divisible Processes

Spectral representations of quasi-infinitely divisible processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2019.05.014 ◽

2020 ◽

Vol 130 (3) ◽

pp. 1735-1791

Author(s):

Riccardo Passeggeri

Keyword(s):

Infinitely Divisible ◽

Infinitely Divisible Processes ◽

Spectral Representations

Extremal theory for long range dependent infinitely divisible processes

The Annals of Probability ◽

10.1214/18-aop1318 ◽

2019 ◽

Vol 47 (4) ◽

pp. 2529-2562 ◽

Cited By ~ 2

Author(s):

Gennady Samorodnitsky ◽

Yizao Wang

Keyword(s):

Long Range ◽

Infinitely Divisible ◽

Infinitely Divisible Processes ◽

Extremal Theory

Representations and isomorphism identities for infinitely divisible processes

The Annals of Probability ◽

10.1214/17-aop1246 ◽

2018 ◽

Vol 46 (6) ◽

pp. 3229-3274 ◽

Cited By ~ 2

Author(s):

Jan Rosiński

Keyword(s):

Infinitely Divisible ◽

Infinitely Divisible Processes

Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows

The Annals of Probability ◽

10.1214/16-aop1107 ◽

2017 ◽

Vol 45 (4) ◽

pp. 2087-2130 ◽

Cited By ~ 2

Author(s):

Paul Jung ◽

Takashi Owada ◽

Gennady Samorodnitsky

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Infinitely Divisible ◽

Infinitely Divisible Processes ◽

Heavy Tailed ◽

Functional Central Limit

Stochastic integral representations and classification of sum- and max-infinitely divisible processes

Bernoulli ◽

10.3150/14-bej624 ◽

2016 ◽

Vol 22 (1) ◽

pp. 107-142 ◽

Cited By ~ 9

Author(s):

Zakhar Kabluchko ◽

Stilian Stoev

Keyword(s):

Stochastic Integral ◽

Integral Representations ◽

Infinitely Divisible ◽

Infinitely Divisible Processes ◽

Stochastic Integral Representations