Behme, Anita; Lindner, Alexander On exponential functionals of Lévy processes. (English) Zbl 1323.60063 J. Theor. Probab. 28, No. 2, 681-720 (2015). MSC: 60G51 60G10 60J60 60J35 PDFBibTeX XMLCite \textit{A. Behme} and \textit{A. Lindner}, J. Theor. Probab. 28, No. 2, 681--720 (2015; Zbl 1323.60063) Full Text: DOI arXiv
Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise. (English) Zbl 1253.62057 Ann. Inst. Stat. Math. 64, No. 6, 1089-1119 (2012). MSC: 62M10 60G10 62H99 62H05 PDFBibTeX XMLCite \textit{P. Brockwell} et al., Ann. Inst. Stat. Math. 64, No. 6, 1089--1119 (2012; Zbl 1253.62057) Full Text: DOI arXiv
Behme, Anita; Lindner, Alexander; Maller, Ross Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise. (English) Zbl 1209.60033 Stochastic Processes Appl. 121, No. 1, 91-108 (2011). MSC: 60H10 PDFBibTeX XMLCite \textit{A. Behme} et al., Stochastic Processes Appl. 121, No. 1, 91--108 (2011; Zbl 1209.60033) Full Text: DOI
Brockwell, Peter J.; Lindner, Alexander Strictly stationary solutions of autoregressive moving average equations. (English) Zbl 1195.62137 Biometrika 97, No. 3, 765-772 (2010). MSC: 62M10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Biometrika 97, No. 3, 765--772 (2010; Zbl 1195.62137) Full Text: DOI Link
Brockwell, Peter J.; Lindner, Alexander Existence and uniqueness of stationary Lévy-driven CARMA processes. (English) Zbl 1182.62172 Stochastic Processes Appl. 119, No. 8, 2660-2681 (2009). MSC: 62M10 60G51 60G10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Stochastic Processes Appl. 119, No. 8, 2660--2681 (2009; Zbl 1182.62172) Full Text: DOI
Lindner, Alexander; Maller, Ross Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes. (English) Zbl 1080.60056 Stochastic Processes Appl. 115, No. 10, 1701-1722 (2005). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 60H05 60H30 60J25 60F15 60G10 PDFBibTeX XMLCite \textit{A. Lindner} and \textit{R. Maller}, Stochastic Processes Appl. 115, No. 10, 1701--1722 (2005; Zbl 1080.60056) Full Text: DOI
Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. (English) Zbl 1068.62093 J. Appl. Probab. 41, No. 3, 601-622 (2004). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 62M10 60G10 60J25 62P05 91B28 60H10 PDFBibTeX XMLCite \textit{C. Klüppelberg} et al., J. Appl. Probab. 41, No. 3, 601--622 (2004; Zbl 1068.62093) Full Text: DOI Link