Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model

Author： Fuchs Florian   Stelzer Robert  

Publisher： Edp Sciences

E-ISSN： 1262-3318|17|issue|455-471

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.17, Iss.issue, 2013-06, pp. : 455-471

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