A note on estimation of α-stable CARMA processes sampled at low frequencies

Autor:	Vicky Fasen-Hartmann, Celeste Mayer
Rok vydání:	2022
Předmět:	Statistics and Probability Applied Mathematics Statistics Probability and Uncertainty
Zdroj:	Journal of Statistical Planning and Inference. 219:250-265
ISSN:	0378-3758
DOI:	10.1016/j.jspi.2021.12.011
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1b261d60b0c721d8cf548cc76b6f3458 https://doi.org/10.1016/j.jspi.2021.12.011 Zobrazit plný text záznamu Full Text from ScienceDirect