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Media type:
E-Article
Title:
A note on the embeddability conditions in the case of integrated carma (2, 1) stochastic process with single and double zero roots
Contributor:
Andric, Vladimir;
Nenadovic, Sanja
Published:
Wiley, 2024
Published in:
Journal of Time Series Analysis, 45 (2024) 4, Seite 660-668
Language:
English
DOI:
10.1111/jtsa.12730
ISSN:
1467-9892;
0143-9782
Origination:
Footnote:
Description:
We derive embeddability conditions for the integrated CARMA (2, 1) stochastic process with single and double zero roots in the case of stock variables.