Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147)
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scientific article
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| English | Implementation of Lévy CARMA model in \texttt{yuima} package |
scientific article |
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Implementation of Lévy CARMA model in \texttt{yuima} package (English)
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29 January 2016
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\texttt{yuima} project
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Lévy CARMA model
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Kalman filter
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0.93878573179245
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0.8047006726264954
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0.7622507810592651
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0.7537113428115845
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0.7470148205757141
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