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Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system - MaRDI portal

Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056)

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scientific article; zbMATH DE number 6978558
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Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
scientific article; zbMATH DE number 6978558

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    Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (English)
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    13 November 2018
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    subordination
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    subdiffusion
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    Ornstein-Uhlenbeck process
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    CARMA process
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