Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147): Difference between revisions

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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Lévy-driven CARMA processes
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+Continuous-time GARCH processes
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+Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
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+Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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+Estimation for Non-Negative Lévy-Driven CARMA Processes
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+Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package
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+An Algorithm for the Machine Calculation of Complex Fourier Series
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+The Elementary Gaussian Processes
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+Estimating linear representations of nonlinear processes
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+An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
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+Approximation of the variance gamma model with a finite mixture of normals
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+Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
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