Prediction of Lévy-driven CARMA processes
type: Item
instance of: scholarly article
title: Prediction of Lévy-driven CARMA processes
zbMATH Open document ID: 1337.62244
published in: Journal of Econometrics
publication date: 2015-10-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G25
zbMATH DE Number: 6502475
zbMATH Keywords: prediction
zbMATH Keywords: Lévy process
zbMATH Keywords: CARMA process
zbMATH Keywords: continuous time
author: Peter J. Brockwell
author: Alexander Lindner
MaRDI profile type: Publication
full work available at URL: j.jeconom.2015.03.021
OpenAlex ID: W2050488482
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DOI: 10.1016/J.JECONOM.2015.03.021
description: scientific article; zbMATH DE number 6502475