SZodixStudyAcademic Library

Shelves Open access

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

Existence and uniqueness of stationary Lévy-driven CARMA processes · Study

ArticleShelves

ArticleExistence and uniqueness of stationary Lévy-driven CARMA processes

Peter J. Brockwell2009

OA

Articlebronze2009

Existence and uniqueness of stationary Lévy-driven CARMA processes

Peter J. Brockwell · Alexander Lindner

95 citations·0/0 files stored·Stochastic Processes and their Applications

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 Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

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 — 95 citations exist upstream.

References

2001Lévy-Driven Carma Processes 2005Lévy-driven and fractionally integrated ARMA processes with continuous time parameter

Cited by

2014Futures pricing in electricity markets based on stable CARMA spot models 2014Recent results in the theory and applications of CARMA processes 2015Measuring the dynamics of global business cycle connectedness 2011Estimation of stable CARMA models with an application to electricity spot prices 2012Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations 2015A state-dependent model for inflation forecasting 2015Tests for serial dependence in static, non-Gaussian factor models 2015Prediction of Lévy-driven CARMA processes

Related works

Explore the map →

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

2006Multivariate CARMA processesarticle · 2 shared references 2010Multivariate supOU processesarticle · 2 shared references 2014Recent results in the theory and applications of CARMA processesarticle · 2 shared references 2006Simulation Methods for Lévy-Driven Continuous-Time Autoregressive Moving Average (CARMA) Stochastic Volatility Modelsarticle · 2 shared references 2010Econometric analysis of jump-driven stochastic volatility modelsarticle · 2 shared references 2011Subordinated α -stable Ornstein–Uhlenbeck process as a tool for financial data descriptionarticle · 2 shared references

Details

Year2009

Typearticle

Published2009-02-02

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations95

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.spa.2009.01.006

openalex_workW2083989604

Links

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