Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1157072 | Stochastic Processes and their Applications | 2007 | 25 Pages |
Abstract
A multivariate Lévy-driven continuous time autoregressive moving average (CARMA) model of order (p,qp,q), q
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Tina Marquardt, Robert Stelzer,