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Latest revision as of 08:25, 17 July 2024

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Stable continuous-time autoregressive process driven by stable subordinator
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    Stable continuous-time autoregressive process driven by stable subordinator (English)
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    13 November 2018
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    subordination
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    CARMA process
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    Ornstein-Uhlenbeck process
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    codifference
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    simulation
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    estimation
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