Semi-Lévy-driven CARMA process: estimation and prediction (Q6100207)
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scientific article; zbMATH DE number 7699987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Lévy-driven CARMA process: estimation and prediction |
scientific article; zbMATH DE number 7699987 |
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Semi-Lévy-driven CARMA process: estimation and prediction (English)
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22 June 2023
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CARMA model
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Kalman filter
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periodically correlated process
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semi-Lévy process
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