Model verification for Lévy-driven CARMA(2,1) processes (Q5157351)
From MaRDI portal
scientific article; zbMATH DE number 7409323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model verification for Lévy-driven CARMA(2,1) processes |
scientific article; zbMATH DE number 7409323 |
Statements
Model verification for Lévy-driven CARMA(2,1) processes (English)
0 references
13 October 2021
0 references
Ornstein-Uhlenbeck process
0 references
CARMA(2,1)
0 references
Lévy-driven
0 references
sampled process
0 references
sample correlation
0 references
0 references
0 references
0 references
