Some computational aspects of Gaussian CARMA modelling
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Publication:5962746
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Cited in
(6)- A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data
- Sampling, embedding and inference for CARMA processes
- Implementation of Lévy CARMA model in \texttt{yuima} package
- Optimal dynamic spatial sampling
- Finite mixture approximation of CARMA(p,q) models
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