The spectrum of a continuous process derived from a discrete process

DOI10.1093/BIOMET/50.3-4.517MaRDI QIDQ5734789zbMATH OpenOpenAlexFDO

Authors M. B. Priestley

Publication date 1963

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/50.3-4.517

zbMATH Keywords

probability theory

Cited in

(3)

• A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
• Limiting sampling results for continuous-time ARMA systems
• Some computational aspects of Gaussian CARMA modelling

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