A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES (Q4854210)
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scientific article; zbMATH DE number 816029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES |
scientific article; zbMATH DE number 816029 |
Statements
A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES (English)
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8 April 1996
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continuous-time ARMA process
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state-space representation
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autocovariance function
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embedded process
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discrete-time ARMA(p,q) process
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autoregressive polynomial
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spectral density
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