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20122026
most citedModelling energy spot prices by volatility modulated Lévy-driven Volterra processes

94 citations · 133 across the 33 of their papers we have counts for

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stat.ME2017★ 5 cited

Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein-Uhlenbeck processes

Michele Nguyen, Almut E. D. Veraart

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geop…