We consider a mixed moving average (MMA) process X driven by a Lévy basis and prove
that it is weakly dependent with rates computable in terms of the moving average kernel and …

We introduce Lévy-driven causal CARMA random fields on R d, extending the class of
CARMA processes. The definition is based on a system of stochastic partial differential …

We propose a novel class of temporo-spatial Ornstein–Uhlenbeck processes as solutions to
Lévy-driven Volterra equations with additive noise and multiplicative drift. After formulating …

We develop a simulation scheme for a class of spatial stochastic processes called volatility
modulated moving averages. A characteristic feature of this model is that the behaviour of …

Gamma Kernels and BSS/LSS Processes | SpringerLink Skip to main content
Advertisement SpringerLink Account Menu Find a journal Publish with us Track your …

This paper studies the asymptotic behaviour of the flux and circulation of a subclass of
random fields within the family of 2-dimensional vector ambit fields. We show that, under …

Assessing Gamma kernels and BSS/LSS processes Ole E. Barndorff-Nielsen CREATES Research
Paper 2016-9 Page 1 Department of Economics and Business Economics Aarhus University …

We find a pathwise decomposition of a certain class of Brownian semistationary processes
(BSS) in terms of fractional Brownian motions. To do this, we specialize in the case when the …

This dissertation introduces two novel classes of Lévy-driven random fields: Volterra-type
Ornstein-Uhlenbeck processes and causal CARMA random fields. We investigate their …