Estimation for Non-Negative Lévy-Driven CARMA Processes (Q5392703): Difference between revisions
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Revision as of 20:07, 5 March 2024
scientific article; zbMATH DE number 5877714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for Non-Negative Lévy-Driven CARMA Processes |
scientific article; zbMATH DE number 5877714 |
Statements
Estimation for Non-Negative Lévy-Driven CARMA Processes (English)
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13 April 2011
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canonical representation
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continuous-time ARMA process
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Lévy process
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sampled process
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stochastic differential equation
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stochastic volatility
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