Factorization and discrete-time representation of multivariate CARMA processes (Q5093991)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Factorization and discrete-time representation of multivariate CARMA processes |
scientific article; zbMATH DE number 7565947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factorization and discrete-time representation of multivariate CARMA processes |
scientific article; zbMATH DE number 7565947 |
Statements
2 August 2022
0 references
autocovariance function
0 references
latent root
0 references
matrix polynomial
0 references
MCARMA process
0 references
Ornstein-Uhlenbeck process
0 references
rational matrix function
0 references
right solvent
0 references
VARMA process
0 references
math.ST
0 references
stat.TH
0 references
0 references
0 references
0 references
0 references
