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Document type:
Zeitschriftenaufsatz 
Author(s):
Marquardt, T. and Stelzer, R. 
Title:
Multivariate CARMA Processes 
Abstract:
A multivariate Lévy-driven continuous time autoregressive moving average (CARMA) model of order (p,q), q
Keywords:
CARMA process; Lévy process; Multivariate stochastic differential equation; Spectral representation 
Journal title:
Stochastic Processes and their Applications 
Year:
2007 
Journal volume:
117 
Journal issue:
Pages contribution:
96-120 
Reviewed:
ja 
Language:
en 
Status:
Verlagsversion / published 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text