Embedding a Gaussian discrete‐time autoregressive moving average process in a Gaussian continuous‐time autoregressive moving average process (Q5430497): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2006.00520.x / rank | |||
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Latest revision as of 13:15, 27 June 2024
scientific article; zbMATH DE number 5220234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Embedding a Gaussian discrete‐time autoregressive moving average process in a Gaussian continuous‐time autoregressive moving average process |
scientific article; zbMATH DE number 5220234 |
Statements
Embedding a Gaussian discrete‐time autoregressive moving average process in a Gaussian continuous‐time autoregressive moving average process (English)
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16 December 2007
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spectral density
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continuous time embedding
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CARMA
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