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20182024
most citedStudent't mixture models for stock indices. A comparative study

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math.PR2024

Simulating Continuous-Time Autoregressive Moving Average Processes Driven By p-Tempered α-Stable Lévy Processes

Till Massing

We discuss simulation schemes for continuous-time autoregressive moving average (CARMA) processes driven by tempered stable Lévy noises. CARMA processes are the continuous-time ana…