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- Title:
Lévy-driven continuous-time ARMA processes
- Document type:
- Buchbeitrag
- Author(s):
- Brockwell, P. J.
- Artist:
- Andersen, T.G., Davis, R.A., Kreiß, J.-P. and Mikosch, T. (Eds.)
- Pages contribution:
- 457-480
- Book title:
- Andersen, T.G., Davis, R.A., Kreiß, J.-P. and Mikosch, T.: Handbook of Financial Time Series
- Publisher:
- Springer
- Year:
- 2009
- Year / month:
- 2009-02
- Reviewed:
- ja
- Language:
- en
- DOI:
- doi:10.1007/978-3-540-71297-8_20
- Semester:
- SS 09
- Format:
- Text
BibTeX