Prediction of Lévy-driven CARMA processes

Prediction of Lévy-driven CARMA processes

Brockwell, Peter J., Lindner, Alexander
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Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2015.03.021
Date:
March, 2015
File:
PDF, 418 KB
english, 2015
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