Stable continuous-time autoregressive process driven by...

Physica A: Statistical Mechanics and its Applications 2016 / 02 Vol. 444

Stable continuous-time autoregressive process driven by stable subordinator

Wyłomańska, Agnieszka, Gajda, Janusz
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Volume:
444
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2015.10.081
Date:
February, 2016
File:
PDF, 441 KB
english, 2016
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