Lévy-driven continuous-time ARMA processes
Year of publication: |
2009
|
---|---|
Authors: | Brockwell, Peter J. |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 457-480
|
Subject: | ARMA-Modell | ARMA model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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