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Existence and uniqueness of stationary Lévy-driven CARMA processes

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References

2001Lévy-Driven Carma Processes199 cited
2005Lévy-driven and fractionally integrated ARMA processes with continuous time parameter103 cited

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2012Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations48 cited
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2015Tests for serial dependence in static, non-Gaussian factor models31 cited
2015Martingale unobserved component models28 cited
2015Prediction of Lévy-driven CARMA processes22 cited
2012Integration of CARMA processes and spot volatility modelling21 cited
2015A Lévy-driven rainfall model with applications to futures pricing18 cited

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