Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804): Difference between revisions

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Revision as of 02:12, 20 March 2024

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Embedding in law of discrete time ARMA processes in continuous time stationary processes
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    Embedding in law of discrete time ARMA processes in continuous time stationary processes (English)
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    20 June 2018
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    discrete-time ARMA
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    continuous-time ARMA
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    CARMA
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    Lévy process
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    embedding
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    stationary processes
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