Recent results in the theory and applications of CARMA processes
From MaRDI portal
Publication:457274
DOI10.1007/s10463-014-0468-7zbMath1334.60003OpenAlexW1993526900MaRDI QIDQ457274
Publication date: 26 September 2014
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-014-0468-7
Processes with independent increments; Lévy processes (60G51) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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