Author:
Brockwell Peter J.,Ferrazzano Vincenzo,Klüppelberg Claudia
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference17 articles.
1. Non-Gaussian OU basec models and some of their uses in financial economics;Barndorff-Nielsen;Journal of Royal Statistical Society Series B,2001
2. Lévy-driven CARMA processes;Brockwell;Annals of the Institute of Statistical Mathematics,2001
3. Continuous time GARCH processes of higher order;Brockwell;The Annals of Applied Probablity,2006
4. Estimation for non-negative Lévy-driven CARMA processes;Brockwell;Journal of Business and Economic Statistics,2011
5. Lévy-driven and fractionally integrated ARMA processes with continuous time parameter;Brockwell;Statistica Sinica,2005
Cited by
13 articles.
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