Affiliation:
1. Statistics Department Colorado State University Fort Collins CO USA
2. Institute of Mathematical Finance Ulm University Ulm Germany
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference23 articles.
1. Maximum likelihood estimation for all-pass time series models
2. Time Series: Theory and Methods
3. Lévy‐driven CARMA processes;Brockwell PJ;Annals of the Institute of Statistical Mathematics,2001
Cited by
1 articles.
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