Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272)
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scientific article; zbMATH DE number 7107475
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| English | Multivariate stochastic delay differential equations and CAR representations of CARMA processes |
scientific article; zbMATH DE number 7107475 |
Statements
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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0.811172366142273
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0.7856577634811401
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0.7808740735054016
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0.7763287425041199
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0.773792028427124
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