Embedding a Gaussian discrete‐time autoregressive moving average process in a Gaussian continuous‐time autoregressive moving average process (Q5430497): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A Class of Non-Embeddable ARMA Processes / rank | |||
Normal rank | |||
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)
0 references
16 December 2007
0 references
spectral density
0 references
continuous time embedding
0 references
CARMA
0 references
