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dc.contributor | Universitat Politècnica de Catalunya. Departament de Ciències de la Computació |
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dc.contributor | Universitat Politècnica de Catalunya. LARCA - Laboratori d'Algorísmia Relacional, Complexitat i Aprenentatge |
dc.contributor.author | Arratia Quesada, Argimiro Alejandro |
dc.contributor.author | Cabaña, Ana Alejandra |
dc.contributor.author | Cabaña Perez, Enrique |
dc.date | 2018-12-01 |
dc.identifier.citation | Arratia, A., Cabaña, A., Cabaña, E. M. Embedding in law of discrete time ARMA processes in continuous time stationary processes. "Journal of statistical planning and inference", 1 Desembre 2018, vol. 197, p. 156-167. |
dc.identifier.citation | 0378-3758 |
dc.identifier.citation | 10.1016/j.jspi.2018.01.004 |
dc.identifier.uri | http://hdl.handle.net/2117/121525 |
dc.language.iso | eng |
dc.relation | https://www.sciencedirect.com/science/article/pii/S0378375818300065?via%3Dihub |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística |
dc.subject | Stochastic processes |
dc.subject | Discrete-time ARMA |
dc.subject | Continuous-time ARMA |
dc.subject | CARMA |
dc.subject | Levy process |
dc.subject | Embedding |
dc.subject | Processos estocàstics |
dc.title | Embedding in law of discrete time ARMA processes in continuous time stationary processes |
dc.type | info:eu-repo/semantics/submittedVersion |
dc.type | info:eu-repo/semantics/article |
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