Prediction of Lévy-driven CARMA processes (Q888318): Difference between revisions

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+A Class of Non-Embeddable ARMA Processes
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+Time series: theory and methods.
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+Existence and uniqueness of stationary Lévy-driven CARMA processes
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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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