On the exponential process associated with a CARMA-type process (Q5410808)
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scientific article; zbMATH DE number 6286603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the exponential process associated with a CARMA-type process |
scientific article; zbMATH DE number 6286603 |
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On the exponential process associated with a CARMA-type process (English)
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17 April 2014
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continuous-time ARMA process
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fractional Brownian motion
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Lévy process
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exponential process
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correlation decay
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maximal increments
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