Existence and uniqueness of stationary Lévy-driven CARMA processes (Q2270890): Difference between revisions

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+https://doi.org/10.1016/j.spa.2009.01.006
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+W2083989604
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+Time series: theory and methods.
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+Q2734966
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+Q5312869
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+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
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+On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
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+Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
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+Q4671207
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+On functions of companion matrices
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+Q4937701
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+Q3417688
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+Publication:2270890