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