Representations of continuous-time ARMA processes (Q4822474): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1239/jap/1082552212 / rank | |||
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| Property / OpenAlex ID: W2055768229 / rank | |||
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Latest revision as of 13:44, 7 June 2024
scientific article; zbMATH DE number 2109933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representations of continuous-time ARMA processes |
scientific article; zbMATH DE number 2109933 |
Statements
Representations of continuous-time ARMA processes (English)
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25 October 2004
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continuous-time ARMA process
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Lévy process
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stochastic volatility
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long memory
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fractional integration
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