CARMA processes as solutions of integral equations
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Publication:900954
DOI10.1016/j.spl.2015.08.026zbMath1356.60072OpenAlexW1445655786MaRDI QIDQ900954
Alexander M. Lindner, Peter J. Brockwell
Publication date: 23 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.08.026
integral equationdifferential equationCARMA processcontinuous time autoregressive moving average process
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (2)
Cites Work
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