"Implementation of Lévy CARMA model in Yuima package."

Stefano Maria Iacus, Lorenzo Mercuri (2015)

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DOI: 10.1007/S00180-015-0569-7

access: closed

type: Journal Article

metadata version: 2020-09-05

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Stefano Maria Iacus, Lorenzo Mercuri:
Implementation of Lévy CARMA model in Yuima package. Comput. Stat. 30(4): 1111-1141 (2015)

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