Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (Q5121013)

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scientific article; zbMATH DE number 7248381
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Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes
scientific article; zbMATH DE number 7248381

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    Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (English)
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    16 September 2020
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    linear autoregressive processes
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    autoregressive sequences
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    embedding issues
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    jump processes
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    Lévy processes
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