First Exit-Time Analysis for an Approximate Barndorff-Nielsen and Shephard Model with Stationary Self-Decomposable Variance Process Article

Awasthi, Shantanu, SenGupta, Indranil. (2021). First Exit-Time Analysis for an Approximate Barndorff-Nielsen and Shephard Model with Stationary Self-Decomposable Variance Process . 2(1), 10.31390/josa.2.1.05

cited authors

  • Awasthi, Shantanu; SenGupta, Indranil

authors

publication date

  • February 20, 2021

keywords

  • 49 Mathematical Sciences
  • 4905 Statistics

Digital Object Identifier (DOI)

publisher

  • Louisiana State University Libraries

volume

  • 2

issue

  • 1