A Construction of Continuous Time ARMA Models by Iterations of Ornstein-Uhlenbeck Processes
Year of publication: |
2018
|
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Authors: | Arratia, Argimiro |
Other Persons: | Cabaña, Alejandra (contributor) ; Cabaña, Enrique (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: SORT-Statistics and Operations Research Transactions, 40 (2), 267-302, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 22, 2016 erstellt |
Classification: | C32 - Time-Series Models ; C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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