The class of multivariate Lévy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of ...

This is a preview. Log in through your library . Abstract ABSTRACT A unified turbulence and cloud parameterization based on multivariate probability density functions (PDFs) has been incorporated into ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...