Implementation of Lévy CARMA model in Yuima package

Stefano Maria Iacus, Lorenzo Mercuri. Implementation of Lévy CARMA model in Yuima package. Comput. Stat., 30(4):1111-1141, 2015. [doi]

Authors

Stefano Maria Iacus

This author has not been identified. Look up 'Stefano Maria Iacus' in Google

Lorenzo Mercuri

This author has not been identified. Look up 'Lorenzo Mercuri' in Google