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~person:"Brockwell, P."
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Search: subject:"stochastic differential equation"
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stochastic differential equation
2
CARMA process
1
Lévy process
1
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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threshold model
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Brockwell, P.
Hess, Markus
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Kim, Donggyu
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Mackevičius, Vigirdas
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Masuda, Hiroki
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Nakamura, Nobuhiro
3
Panloup, Fabien
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Ackora-Prah, Joseph
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Alia, Ishak
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Andam, Perpetual Saah
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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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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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