Embedding in law of discrete time ARMA processes in...

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Embedding in law of discrete time ARMA processes in continuous time stationary processes

Arratia, Argimiro, Cabaña, Alejandra, Cabaña, Enrique M.
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Language:
english
Journal:
Journal of Statistical Planning and Inference
DOI:
10.1016/j.jspi.2018.01.004
Date:
January, 2018
File:
PDF, 368 KB
english, 2018
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