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Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability - MaRDI portal

Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972)

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scientific article; zbMATH DE number 6261471
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Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability
scientific article; zbMATH DE number 6261471

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    Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (English)
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    25 February 2014
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    continuous time
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    ARMA process
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    discrete-time representation
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    embedding
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