Integer value trawl processes: a class of stationary infinitely divisible processes
Publication information:
Barndorff-Nielsen, Ole E., Asger Lunde, Neil Shephard, and Almut Veraart. 2014. “Integer Value Trawl Processes: A Class of Stationary Infinitely Divisible Processes”. Scandanavian Journal of Statistics 41: 693-724.