Representations of continuous-time ARMA processes (Q4822474): Difference between revisions

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Latest revision as of 13:44, 7 June 2024

scientific article; zbMATH DE number 2109933
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English
Representations of continuous-time ARMA processes
scientific article; zbMATH DE number 2109933

    Statements

    Representations of continuous-time ARMA processes (English)
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    25 October 2004
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    continuous-time ARMA process
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    Lévy process
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    stochastic volatility
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    long memory
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    fractional integration
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