Representations of continuous-time ARMA processes (Q4822474): Difference between revisions

@@ Property / DOI @@
-.1239/jap/1082552212
@@ Property / DOI: 10.1239/jap/1082552212 / rank @@
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+https://doi.org/10.1239/jap/1082552212
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+W2055768229
@@ Property / OpenAlex ID: W2055768229 / rank @@
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@@ Property / cites work @@
+Dynamic models of long-memory processes driven by Lévy noise
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@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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@@ Property / cites work @@
+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
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@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+Long memory continuous time models
@@ Property / cites work: Long memory continuous time models / rank @@
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@@ Property / cites work @@
+Q4765076
@@ Property / cites work: Q4765076 / rank @@
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@@ Property / DOI @@
+.1239/JAP/1082552212
@@ Property / DOI: 10.1239/JAP/1082552212 / rank @@
+Normal rank