Bootstrapping continuous-time autoregressive processes (Q2434136)
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scientific article; zbMATH DE number 6257907
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bootstrapping continuous-time autoregressive processes |
scientific article; zbMATH DE number 6257907 |
Statements
Bootstrapping continuous-time autoregressive processes (English)
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17 February 2014
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CARMA processes
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Lévy process
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bootstrap
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autocovariance
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0.7745258212089539
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0.7712944149971008
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0.763627827167511
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0.7609810829162598
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