Sample Path Generation of Lévy-Driven Continuous-Time...

Methodology and Computing in Applied Probability 2017 / 3 Vol. 19; Iss. 1

Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes

Kawai, Reiichiro
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Volume:
19
Language:
english
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-015-9472-5
Date:
March, 2017
File:
PDF, 866 KB
english, 2017
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