Bootstrapping continuous-time autoregressive processes
Year of publication: |
2014
|
---|---|
Authors: | Brockwell, Peter ; Kreiss, Jens-Peter ; Niebuhr, Tobias |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 66.2014, 1, p. 75-92
|
Publisher: |
Springer |
Subject: | CARMA processes | Lévy process | Bootstrap | Autocovariance |
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