Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes
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Publication:408083
DOI10.3150/10-BEJ329zbMath1248.60039arXiv1203.0131MaRDI QIDQ408083
Eckhard Schlemm, Robert Stelzer
Publication date: 29 March 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.0131
sampling; strong mixing; state space representation; complete regularity; linear innovations; multivariate CARMA process; vector ARMA process
60G10: Stationary stochastic processes
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