ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL (Q3033158)
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scientific article; zbMATH DE number 4131491
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| English | ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL |
scientific article; zbMATH DE number 4131491 |
Statements
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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0.8944216966629028
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0.8372133374214172
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0.8274257183074951
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0.8274257183074951
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