Existence and uniqueness of stationary Lévy-driven CARMA processes (Q2270890)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of stationary Lévy-driven CARMA processes |
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Existence and uniqueness of stationary Lévy-driven CARMA processes (English)
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29 July 2009
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Lévy process
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stochastic differential equations
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state-space representation
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stationarity
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causality
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