Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Embedding in law of discrete time ARMA processes in continuous time stationary processes |
scientific article |
Statements
Embedding in law of discrete time ARMA processes in continuous time stationary processes (English)
0 references
20 June 2018
0 references
discrete-time ARMA
0 references
continuous-time ARMA
0 references
CARMA
0 references
Lévy process
0 references
embedding
0 references
stationary processes
0 references
0 references
