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stat.ME2023
Likelihood-based inference and forecasting for trawl processes: a stochastic optimization approach
Dan Leonte, Almut E. D. Veraart
We consider trawl processes, which are stationary and infinitely divisible stochastic processes and can describe a wide range of statistical properties, such as heavy tails and lon…
stat.ME2022★ 1 cited
Simulation methods and error analysis for trawl processes and ambit fields
Dan Leonte, Almut E. D. Veraart
Trawl processes are continuous-time, stationary and infinitely divisible processes which can describe a wide range of possible serial correlation patterns in data. In this paper, w…