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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Revision as of 20:16, 19 March 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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