Continuous time autoregressive moving average processes with random Lévy coefficients.
| Autor: | Brandes, Dirk-Philip1 dirk.brandes@uni-ulm.de |
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| Zdroj: | ALEA. Latin American Journal of Probability & Mathematical Statistics. 2017, Vol. 14, p219-244. 26p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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