Some computational aspects of Gaussian CARMA modelling
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Publication:5962746
DOI10.1007/s11222-013-9438-9zbMath1331.65022OpenAlexW1520931194MaRDI QIDQ5962746
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://irihs.ihs.ac.at/2090/1/es-274.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (4)
Optimal dynamic spatial sampling ⋮ Implementation of Lévy CARMA model in \texttt{yuima} package ⋮ Sample path generation of Lévy-driven continuous-time autoregressive moving average processes ⋮ Finite Mixture Approximation of CARMA(p,q) Models
Uses Software
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