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~person:"Brockwell, P."
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stochastic differential equation
2
CARMA process
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Lévy process
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Non-linear time series
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approximation of diffusion processes
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continuous-time ARMA process
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stable process
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Brockwell, P.
Alfarano, Simone
10
Milaković, Mishael
10
Wälde, Klaus
10
Sennewald, Ken
9
Hess, Markus
7
Kohlmann, Michael
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Mundt, Philipp
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Lim, Thomas
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Seifried, Frank Thomas
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Shen, Yang
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Zhang, Yumo
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Chevalier, Etienne
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Chib, Siddhartha
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Giribone, Pier Giuseppe
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Irle, Albrecht
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Kauschke, Jonas
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Kraft, Holger
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Krichene, Noureddine
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Tang, Shanjian
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Birkner, Matthias
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Bottasso, Anna
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Boucekkine, Raouf
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Chen, Zengjing
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Crépey, Stéphane
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Elerian, Ola
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Foulley, Jean-Louis
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Fusaro, Michelangelo
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Imkeller, Peter
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Kim, Donggyu
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Mackevičius, Vigirdas
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Masuda, Hiroki
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Nakamura, Nobuhiro
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Panloup, Fabien
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Phillips, Peter C.B.
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Samson, Adeline
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Scheuer, Niklas
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Shephard, Neil
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Sørensen, Michael
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Annals of the Institute of Statistical Mathematics
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1
Lévy-Driven Carma Processes
Brockwell, P.
- In:
Annals of the Institute of Statistical Mathematics
53
(
2001
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10005169155
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2
On the approximation of continuous time threshold ARMA processes
Brockwell, P.
;
Stramer, O.
- In:
Annals of the Institute of Statistical Mathematics
47
(
1995
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10005169284
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