Cointegrated continuous-time linear state-space and MCARMA models

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Publication:5086527

DOI10.1080/17442508.2019.1691206zbMath1492.60079arXiv1611.07876OpenAlexW2990300629WikidataQ126805566 ScholiaQ126805566MaRDI QIDQ5086527

Vicky Fasen-Hartmann, Markus Scholz

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.07876




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