Stable continuous-time autoregressive process driven by stable subordinator (Q1619074): Difference between revisions
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Revision as of 05:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable continuous-time autoregressive process driven by stable subordinator |
scientific article |
Statements
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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