Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes.
| Autor: | Kawai, Reiichiro1 reiichiro.kawai@sydney.edu.au |
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| Zdroj: | Methodology & Computing in Applied Probability. Mar2017, Vol. 19 Issue 1, p175-211. 37p. |
| Databáze: | Business Source Ultimate |
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