ctarma

ctarma: Estimation and simulation of CARMA(p,q). Estimation and simulation of CARMA(p,q), continuous-time-autoregressive-moving-average models.

References in zbMATH (referenced in 1 article )

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  1. Iacus, Stefano M.; Mercuri, Lorenzo: Implementation of Lévy CARMA model in yuima package (2015)