A note on the embeddability conditions in the case of integrated CARMA (2, 1) stochastic process with single and double zero roots

Cites Work

Recent results in the theory and applications of CARMA processes
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Continuous time ARMA processes: discrete time representation and likelihood evaluation
DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM
ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG
DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
THE ESTIMATION OF PARAMETERS IN SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES
A Class of Non-Embeddable ARMA Processes
THE CARMA INTEREST RATE MODEL
Robust estimation of stationary continuous‐time arma models via indirect inference
Error Correction and Long-Run Equilibrium in Continuous Time
Sampling, Embedding and Inference for CARMA Processes
Estimation for Non-Negative Lévy-Driven CARMA Processes
Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability
Embedding a Gaussian discrete‐time autoregressive moving average process in a Gaussian continuous‐time autoregressive moving average process

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