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Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147)

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Implementation of Lévy CARMA model in \texttt{yuima} package
scientific article

    Statements

    title
    Implementation of Lévy CARMA model in \texttt{yuima} package (English)
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    author
    Stefano Maria Iacus
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    Lorenzo Mercuri
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    publication date
    29 January 2016
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    zbMATH Keywords
    \texttt{yuima} project
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    Lévy CARMA model
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    Kalman filter
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    describes a project that uses
    R
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    cts
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    YUIMA
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    ctarma
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    cites work
    Q4280421
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    Q4223075
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    Q5312869
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    Q4398848
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    Q4139463
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    Q4124106
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    Q4937701
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    Q4507927
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    Q5386604
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    Identifiers

    zbMATH DE Number
    6537072
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    OpenAlex ID
    W2041986319
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    arXiv ID
    1409.3027
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