Statistics and Finance
Subtitle: An Interface
Contributors: Wai-Sum Chan (Editor); Wai Keung Li (Editor); Howell Tong (Editor)
Edition: 1st edition
Publisher: World Scientific Publishing Company
Published: January 15, 2000
Language: eng
Format: Hardcover
Number of pages: 384
ISBN-13: 9781860942372
Subjects: Applied mathematics; Finance; Probability & statistics; Statistics; Congresses; Business & Economics; Business / Economics / Finance; Time-series analysis; Business/Economics; Accounting - General; Statistical methods
First sentence: Properties of linear continuous-time ARMA (or CARMA) processes driven by second-order Levy processes are examined.