Factorization and discrete-time representation of multivariate CARMA processes (Q5093991)
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scientific article; zbMATH DE number 7565947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factorization and discrete-time representation of multivariate CARMA processes |
scientific article; zbMATH DE number 7565947 |
Statements
2 August 2022
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autocovariance function
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latent root
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matrix polynomial
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MCARMA process
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Ornstein-Uhlenbeck process
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rational matrix function
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right solvent
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VARMA process
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math.ST
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stat.TH
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