High-frequency sampling of a continuous-time ARMA process (Q2930909): Difference between revisions

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+.0554
@@ Property / arXiv ID: 1104.0554 / rank @@
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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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+Multivariate CARMA processes
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