A Class of Non-Embeddable ARMA Processes (Q4939811)
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scientific article; zbMATH DE number 1408762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Class of Non-Embeddable ARMA Processes |
scientific article; zbMATH DE number 1408762 |
Statements
A Class of Non-Embeddable ARMA Processes (English)
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1 March 2000
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continuous-time ARMA processes
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autocovariance functions
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spectral density
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embedding
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unit roots
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time series
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