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    author
    Georg Lindgren
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    Holger Rootzén
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    Maria Sandsten
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    publication date
    11 December 2014
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    Mathematics Subject Classification ID
    60-01
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    60G10
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    62M10
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    60G15
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    60G55
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    60G51
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    62M15
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    62M20
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    60G35
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    zbMATH DE Number
    6379552
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    zbMATH Keywords
    stationary stochastic processes
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    time series analysis
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    Poisson process
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    Gaussian processes
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    Lévy processes
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    linear filters
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    ARMA models
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