Brazilian Journal of Probability and Statistics

Stationary infinitely divisible processes

Ole E. Barndorff-Nielsen

Full-text: Open access

Abstract

Several recent strands of work has led to the consideration of various types of continuous time stationary and infinitely divisible processes. A review of these types, with some new results, is presented.

Article information

Source
Braz. J. Probab. Stat., Volume 25, Number 3 (2011), 294-322.

Dates
First available in Project Euclid: 22 August 2011

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1313973396

Digital Object Identifier
doi:10.1214/11-BJPS140

Mathematical Reviews number (MathSciNet)
MR2832888

Zentralblatt MATH identifier
1244.60037

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

Citation

Barndorff-Nielsen, Ole E. Stationary infinitely divisible processes. Braz. J. Probab. Stat. 25 (2011), no. 3, 294--322. doi:10.1214/11-BJPS140. https://projecteuclid.org/euclid.bjps/1313973396


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References

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