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20122019
most citedEstimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes

3 citations · 3 across the 5 of their papers we have counts for

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math.PR2019

Certain Semi-Lévy Driven CARMA Processes: Estimation and Forecasting

N. Modarresi, S. Rezakhah, M. Mohammadi

Continuous-time autoregressive moving average (CARMA) process driven by simple semi-Lévy process has periodically correlated property with many potential application in finance. In…