SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Prediction of Lévy-driven CARMA processes · Study

ArticleShelves

ArticlePrediction of Lévy-driven CARMA processes

Peter J. Brockwell2015

OA

Articlebronze2015

Prediction of Lévy-driven CARMA processes

Peter J. Brockwell · Alexander Lindner

22 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Time Series Analysis and Forecasting Statistical and numerical algorithms

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 22 citations exist upstream.

References

2009Existence and uniqueness of stationary Lévy-driven CARMA processes

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014Futures pricing in electricity markets based on stable CARMA spot modelsarticle · 1 shared reference 2014Recent results in the theory and applications of CARMA processesarticle · 1 shared reference 2015Measuring the dynamics of global business cycle connectednesschapter · 1 shared reference 2011Estimation of stable CARMA models with an application to electricity spot pricesarticle · 1 shared reference 2012Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observationsarticle · 1 shared reference 2015A state-dependent model for inflation forecastingchapter · 1 shared reference

Details

Year2015

Typearticle

Published2015-03-29

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations22

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.jeconom.2015.03.021

openalex_workW2050488482

Links

Imported from OpenAlex (CC0) — nothing here is generated.