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A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data

Ali Sharifi, Ali Reza Taheriyoun, Hamideh D. Hamedani. A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data. Communications in Statistics - Simulation and Computation, 53(4):1824-1836, April 2024. [doi]

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