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Lévy-Driven Carma Processes

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  • P. Brockwell

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  • P. Brockwell, 2001. "Lévy-Driven Carma Processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(1), pages 113-124, March.
    • Handle: RePEc:spr:aistmt:v:53:y:2001:i:1:p:113-124
    DOI: 10.1023/A:1017972605872
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    References listed on IDEAS

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    1. Ole Barndorff-Nielsen & Neil Shephard, 2000. "Non-Gaussian OU based models and some of their uses in financial economics," OFRC Working Papers Series 2000mf01, Oxford Financial Research Centre.
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