Subject
Applied Mathematics,Statistics and Probability
Reference24 articles.
1. Lévy-driven CARMA processes;Brockwell;Ann Inst Stat Math,2001
2. Non-Gaussian OU based models and some of their uses in financial economics;Barndorff-Nielsen;J R Stat Soc B Stat Methodol,2001
3. Lévy-driven and fractionally integrated ARMA processes with continuous time parameter47794
BrockwellPJ
MarquardtT
Stat Sin152005
4. Estimation for nonnegative Lévy-driven Ornstein-Uhlenbeck processes;Brockwell;J Appl Probab,2007
5. Estimation for non-negative Lévy-driven CARMA processes;Brockwell;J Bus Econ Stat,2011
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献