ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL (Q3033158)

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ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL
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    ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL (English)
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    1989
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    autoregressive moving-average models
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    embedding
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    covariance functions
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    continuous Gaussian ARMA-models
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    discrete Gaussian ARMA(p,q) model
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