Author:
Brockwell Peter J.,Lindner Alexander
Subject
Applied Mathematics,Economics and Econometrics
Reference11 articles.
1. Matrix Mathematics. Theory, Facts, and Formulas;Bernstein,2009
2. A class of non-embeddable ARMA processes;Brockwell;J. Time Ser. Anal.,1999
3. Time Series: Theory and Methods;Brockwell,1991
4. High frequency sampling of a continuous-time ARMA process;Brockwell;J. Time Ser. Anal.,2012
5. Existence and uniqueness of stationary Lévy-driven CARMA processes;Brockwell;Stochastic Process. Appl.,2009
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