Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804)
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English | 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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