Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate stochastic delay differential equations and CAR representations of CARMA processes |
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Multivariate stochastic delay differential equations and CAR representations of CARMA processes (English)
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19 September 2019
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multivariate stochastic delay differential equations
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multivariate Ornstein-Uhlenbeck processes
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CARMA processes
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FICARMA processes
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MCARMA processes
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noise recovery
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prediction
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long memory
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