Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804)
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scientific article; zbMATH DE number 6892247
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| English | Embedding in law of discrete time ARMA processes in continuous time stationary processes |
scientific article; zbMATH DE number 6892247 |
Statements
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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0.93978995
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0.90583503
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0.8936986
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0.88980526
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0.88469255
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0.8791416
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0.8784496
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