• 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 (2024)
  • Language: English
  • DOI: 10.1111/jtsa.12730
  • ISSN: 0143-9782; 1467-9892
  • Keywords: Applied Mathematics ; Statistics, Probability and Uncertainty ; Statistics and Probability
  • Origination:
  • University thesis:
  • Footnote:
  • Description: <jats:p>We derive embeddability conditions for the integrated CARMA (2, 1) stochastic process with single and double zero roots in the case of stock variables.</jats:p>