Stationary and multi-self-similar random fields with stochastic volatility - Veraart, Almut E.D. (Stochastics (Abingdon, Eng. : 2005), 2015)
Keywords: AMS Subject Classification: 60G10; Construction; Fields (mathematics); Fourier analysis; generalized Lamperti transform; infinite divisibility; Lévy basis; mixed moving average fields; multi-self-similarity; Representations; stationarity; Stochastic processes; stochastic volatility; Stochasticity; Transforms; type G distribution; Volatility; Weight function