CARMA(p,q) generalized random processes
DOI10.1016/J.JSPI.2010.04.028zbMATH Open1404.60051OpenAlexW2160407460MaRDI QIDQ993798FDOQ993798
Authors: Peter J. Brockwell, Jan Hannig 
Publication date: 20 September 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.028
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stochastic differential equationstate-space representationwhite noiseCARMA processgeneralized random process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Generalized stochastic processes (60G20)
Cites Work
Cited In (8)
- The domain of definition of the Lévy white noise
- Wavelet analysis of the Besov regularity of Lévy white noise
- Embedding in law of discrete time ARMA processes in continuous time stationary processes
- Lévy driven CARMA generalized processes and stochastic partial differential equations
- Gaussian and sparse processes are limits of generalized Poisson processes
- Title not available (Why is that?)
- Recent results in the theory and applications of CARMA processes
- CARMA processes as solutions of integral equations
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