Aspects of non‐causal and non‐invertible CARMA processes
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Publication:5012867
DOI10.1111/jtsa.12589zbMath1475.62235OpenAlexW3154065187MaRDI QIDQ5012867
Alexander M. Lindner, Peter J. Brockwell
Publication date: 25 November 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12589
Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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Cites Work
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