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]
@article{SharifiTH24,
title = {A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data},
author = {Ali Sharifi and Ali Reza Taheriyoun and Hamideh D. Hamedani},
year = {2024},
month = {April},
doi = {10.1080/03610918.2022.2057543},
url = {https://doi.org/10.1080/03610918.2022.2057543},
researchr = {https://researchr.org/publication/SharifiTH24},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {53},
number = {4},
pages = {1824-1836},
}