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Results 1-10 of 12
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Issue DateTitleAuthor(s)
-Mixing properties of multivariate infinitely divisible random fieldsPasseggeri, R; Veraart, A
1-Jan-2019Modeling, simulation and inference for multivariate time series of counts using trawl processesVeraart, A; Commission of the European Communities
26-Jul-2017A weak law of large numbers for estimating the correlation in bivariate Brownian semistationary processesGranelli, A; Veraart, A; Commission of the European Communities
26-Jul-2017A central limit theorem for the realised covariation of a bivariate Brownian semistationary processGranelli, A; Veraart, A; Commission of the European Communities
14-Jun-2016Modelling the variance risk premium of equity indices: the role of dependence and contagionGranelli, A; Veraart, A; Commission of the European Communities
-Limit theorems for multivariate Brownian semistationary processes and feasible resultsPasseggeri, R; Veraart, A
10-May-2018Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein-Uhlenbeck processesNguyen, M; Veraart, A; Commission of the European Communities
-On the class of distributions of subordinated Lévy processesSauri, O; Veraart, A; Commission of the European Communities
4-Apr-2017Modelling spatial heteroskedasticity by volatility modulated moving averagesNguyen, M; Veraart, A; Commission of the European Communities; Imperial College London
15-Sep-2016Spatio-temporal Ornstein-Uhlenbeck processes: theory, simulation and statistical inferenceNguyen, M; Veraart, A; Commission of the European Communities; Imperial College London