Recent results in the theory and applications of CARMA processes
type: Item
instance of: scholarly article
title: Recent results in the theory and applications of CARMA processes
zbMATH Open document ID: 1334.60003
published in: Annals of the Institute of Statistical Mathematics
publication date: 2014-09-26T00:00:00Z
Mathematics Subject Classification ID: 60-02
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G12
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6348514
zbMATH Keywords: time series
zbMATH Keywords: stationary process
zbMATH Keywords: CARMA process
zbMATH Keywords: sampled process
zbMATH Keywords: high-frequency sampling
zbMATH Keywords: inference
zbMATH Keywords: prediction
author: Peter J. Brockwell
MaRDI profile type: Publication
full work available at URL: s10463-014-0468-7
OpenAlex ID: W1993526900
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Recent results in the theory and applications of CARMA processes (cites work)
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Recent results in the theory and applications of CARMA processes (cites work)
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Recent results in the theory and applications of CARMA processes (cites work)
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Recent results in the theory and applications of CARMA processes (cites work)
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Recent results in the theory and applications of CARMA processes (DOI)
DOI: 10.1007/S10463-014-0468-7

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