Representations of continuous-time ARMA processes (Q4822474): Difference between revisions

@@ Property / author @@
-Peter J. Brockwell
@@ Property / author: Peter J. Brockwell / rank @@
-Normal rank
@@ Property / author @@
+Peter J. Brockwell
@@ Property / author: Peter J. Brockwell / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1239/jap/1082552212
+Normal rank
@@ Property / OpenAlex ID @@
+W2055768229
@@ Property / OpenAlex ID: W2055768229 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic models of long-memory processes driven by Lévy noise
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory continuous time models
@@ Property / cites work: Long memory continuous time models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4765076
@@ Property / cites work: Q4765076 / rank @@
+Normal rank