Lévy–Driven Continuous–Time ARMA Processes

By Peter J. Brockwell. 2009

63 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/e7f027872d29e66de1d59930dc014906bd8e908e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Peter J. Brockwell
2. V. Todorov
3. T. Marquardt
4. Robert Stelzer
5. Ole E. Barndorff-Nielsen
6. Mikkel Plagborg-Møller
7. John Cristian Borges Gamboa
8. Richard A. Davis

Citations in the corpus

• Recent results in the theory and applications of CARMA processes (2014, methodology): “The theory and applications of CARMA processes have expanded rapidly in the 12 years since the overview given in Brockwell (2001a) and even since the more recent financially oriented review in Brockwell (2009).”