Fractional Lévy processes with an application to long memory moving average processes

Bernoulli

Volumn 12, Issue 6, 2006, Pages 1099-1126

  Marquardt, Tina ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Carma process; Fractional integration; Fractional L vy process; Long memory; L vy process; Stochastic integration

Indexed keywords

EID: 42349117589     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1165269152     Document Type: Article

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