Implementation of Lévy CARMA model in Yuima package

10 September 2014

Papers citing "Implementation of Lévy CARMA model in Yuima package"

3 / 3 papers shown

Title
A Hawkes model with CARMA(p,q) intensity Lorenzo Mercuri Andrea Perchiazzo Edit Rroji 46 5 0 04 Aug 2022
Discrete time approximation of a COGARCH(p,q) model and its estimation S. Iacus Lorenzo Mercuri Edit Rroji 18 0 0 01 Nov 2015
Estimation and Simulation of a COGARCH(p,q) model in the YUIMA project S. Iacus Lorenzo Mercuri Edit Rroji 20 3 0 14 May 2015