Estimation for Non-Negative Lévy-Driven CARMA Processes
| Year of publication: |
2011
|
|---|---|
| Authors: | Brockwell, Peter J. ; Davis, Richard A. ; Yang, Yu |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 2, p. 250-259
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009358104