Brockwell, P. - In: Annals of the Institute of Statistical Mathematics 66 (2014) 4, pp. 647-685
Just as ARMA processes play a central role in the representation of stationary time series with discrete time parameter, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$(Y_n)_{n\in \mathbb {Z}}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mrow> <mo stretchy="false">(</mo> <msub> <mi>Y</mi> <mi>n</mi> </msub> <mo stretchy="false">)</mo> </mrow> <mrow> <mi>n</mi> <mo>∈</mo> <mi mathvariant="double-struck">Z</mi> </mrow> </msub> </math> </EquationSource> </InlineEquation>, CARMA processes play an analogous role in the representation of stationary time series with continuous time...</equationsource></equationsource></inlineequation>
