Lévy-Driven Carma Processes

2001/03/01 by P. J. Brockwell · 1 citation

paper · doi:10.1023/a:1017972605872

crossref issued 2001/03/01 · crossref published 2001/03/01 · crossref published-print 2001/03/01 · crossref created 2002/12/30 · crossref deposited 2025/05/18 · crossref indexed 2026/08/01

Cited by

• Spectral subsampling MCMC for Lévy-driven continuous-time ARMA models with expensive likelihood contributions