Continuous-time autoregressive moving-average processes in Hilbert space

DOI10.1007/978-3-030-01593-0_11zbMath1450.62109arXiv1701.04618OpenAlexW2581021308MaRDI QIDQ1733954

Fred Espen Benth, André Süss

Publication date: 22 March 2019

Full work available at URL: https://arxiv.org/abs/1701.04618

zbMATH Keywords

Hilbert spaceautoregressive moving-average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Applications of functional analysis in probability theory and statistics (46N30) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items

On non-negative modeling with CARMA processes ⋮ Multivariate continuous-time autoregressive moving-average processes on cones