Lévy-driven CARMA processes
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Publication:5960139
DOI10.1023/A:1017972605872zbMath0995.62089OpenAlexW2171440547MaRDI QIDQ5960139
Publication date: 11 April 2002
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1017972605872
Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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