most citedStructure of continuous-time ARMA process driven by semi-Levy measure

2 citations · 2 across the 1 of their papers we have counts for

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math.PR2016★ 2 cited

Structure of continuous-time ARMA process driven by semi-Levy measure

N. Modarresi, S. Rezakhah, S. Shoaee

A class of continuous-time autoregressive moving average (CARMA) process driven by simple semi-Levy measure is defined and its properties are studied. We discuss some new insights…