Viano, M. C.; Deniau, C.; Oppenheim, G. - In: Statistics & Probability Letters 21 (1994) 4, pp. 323-336
The field of discrete-time fractional ARMA processes is now of longstanding interest. However, to the best of the author's knowledge, continuous time fractional ARMA processes have not yet been defined. This paper defines such a family, and proves several probabilistic results concerning the...