On the exponential process associated with a CARMA-type process
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Publication:5410808
DOI10.1080/17442508.2012.654791zbMath1303.60028OpenAlexW2077048535MaRDI QIDQ5410808
Narn-Rueih Shieh, Muneya Matsui
Publication date: 17 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2012.654791
fractional Brownian motionLévy processcorrelation decayexponential processcontinuous-time ARMA processmaximal increments
Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Sample path properties (60G17)
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Cites Work
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