Lévy driven moving averages and semimartingales

Stochastic Processes and their Applications

Volumn 119, Issue 9, 2009, Pages 2970-2991

  Basse, Andreas ^a   Pedersen, Jan ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Absolutely continuity; Bounded variation; Fractional processes; L vy processes; Moving averages; Semimartingales; Stable processes

Indexed keywords

ABSOLUTELY CONTINUITY; BOUNDED VARIATION; FRACTIONAL PROCESSES; MOVING AVERAGES; SEMIMARTINGALES; STABLE PROCESSES;

STABILITY CRITERIA;

EID: 68349137351     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2009.03.007     Document Type: Article

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