A Class of Non-Embeddable ARMA Processes (Q4939811)

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scientific article; zbMATH DE number 1408762
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A Class of Non-Embeddable ARMA Processes
scientific article; zbMATH DE number 1408762

    Statements

    title
    A Class of Non-Embeddable ARMA Processes (English)
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    author
    Antony E. Brockwell
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    Peter J. Brockwell
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    publication date
    1 March 2000
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    zbMATH Keywords
    continuous-time ARMA processes
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    autocovariance functions
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    spectral density
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    embedding
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    unit roots
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    time series
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    Identifiers

    zbMATH DE Number
    1408762
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    OpenAlex ID
    W2001214364
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