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- Title:
Lévy-driven and fractionally integrated ARMA processes with continuous time parameter
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Brockwell, P., Marquardt, T.
- Journal title:
- Statistica Sinica
- Year:
- 2005
- Journal volume:
- 15
- Journal issue:
- 2
- Pages contribution:
- 477-494
- Language:
- de
- Status:
- published (reviewed)
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX