Prediction of Lévy-driven CARMA processes
Autor: | Brockwell, Peter J., Lindner, Alexander |
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Zdroj: | In Journal of Econometrics December 2015 189(2):263-271 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Brockwell, Peter J., Lindner, Alexander |
---|---|
Zdroj: | In Journal of Econometrics December 2015 189(2):263-271 |
Databáze: | ScienceDirect |
Externí odkaz: |