25 citations · 87 across the 17 of their papers we have counts for
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Path properties of Lévy driven mixed moving average processes
Danijel Grahovac, Péter Kevei, Orimar Sauri
We derive general sufficient conditions for the existence of càdlàg and continuous modifications of Lévy-driven mixed moving average processes. The conditions are explicit and easy…
Superpositions of CARMA processes
Danijel Grahovac, Magdalena Mikić
We introduce supCARMA processes, defined as superpositions of Lévy-driven CARMA processes with respect to a Lévy basis, as a natural extension of the superpositions of Ornstein-Uhl…
Marcinkiewicz--Zygmund-type SLLN for mixed moving average processes
Danijel Grahovac, Péter Kevei, Dominik Mihalčić
The Marcinkiewicz--Zygmund theorem is a fundamental result in probability theory that establishes rates of convergence in the strong law of large numbers (SLLN). Although numerous…