Estimation of stable CARMA models with an application to electricity spot prices (Q5193316)
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scientific article; zbMATH DE number 7103103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of stable CARMA models with an application to electricity spot prices |
scientific article; zbMATH DE number 7103103 |
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Estimation of stable CARMA models with an application to electricity spot prices (English)
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10 September 2019
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CARMA model
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electricity prices
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estimation of CARMA models
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stable CARMA model
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stable Lévy process
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stable Ornstein-Uhlenbeck process
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