Profeta, Christophe Maximal displacement of spectrally negative branching Lévy processes. (English) Zbl 07824091 Bernoulli 30, No. 2, 961-982 (2024). MSC: 60-XX 62-XX PDFBibTeX XMLCite \textit{C. Profeta}, Bernoulli 30, No. 2, 961--982 (2024; Zbl 07824091) Full Text: DOI arXiv Link
Duval, Céline; Mariucci, Ester Spectral-free estimation of Lévy densities in high-frequency regime. (English) Zbl 1492.60128 Bernoulli 27, No. 4, 2649-2674 (2021). MSC: 60G51 60J74 62G07 PDFBibTeX XMLCite \textit{C. Duval} and \textit{E. Mariucci}, Bernoulli 27, No. 4, 2649--2674 (2021; Zbl 1492.60128) Full Text: DOI arXiv
Buchmann, Boris; Müller, Gernot Limit experiments of GARCH. (English) Zbl 1291.62162 Bernoulli 18, No. 1, 64-99 (2012). MSC: 62M10 PDFBibTeX XMLCite \textit{B. Buchmann} and \textit{G. Müller}, Bernoulli 18, No. 1, 64--99 (2012; Zbl 1291.62162) Full Text: DOI arXiv
Barndorff-Nielsen, Ole E.; Hubalek, Friedrich Probability measures, Lévy measures and analyticity in time. (English) Zbl 1162.60013 Bernoulli 14, No. 3, 764-790 (2008). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G51 60A10 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{F. Hubalek}, Bernoulli 14, No. 3, 764--790 (2008; Zbl 1162.60013) Full Text: DOI arXiv