نتایج جستجو برای: average processes
تعداد نتایج: 887356 فیلتر نتایج به سال:
Journal:
:Bernoulli
2009
Journal:
:Stochastic Processes and their Applications
1997
Journal:
:ASTIN Bulletin
1989
Journal:
:Stochastic Processes and their Applications
2011
Journal:
:Biometrika
1976
Journal:
:Stochastic Processes and their Applications
2023
In this article we study multivariate continuous-time autoregressive moving-average (MCARMA) processes with values in convex cones. More specifically, introduce matrix-valued MCARMA L\'evy noise and present necessary sufficient conditions for from class to be cone valued. We derive specific hands-on the following two cases: First, classical on $\mathbb{R}_{d}$ positive orthant $\mathbb{R}_{d}^{...
Journal:
:Mathematics of Operations Research
2011
Journal:
:Mathematical Methods of Operations Research
2011
Journal:
:Logical Methods in Computer Science
2014
Journal:
:SIAM Journal on Control and Optimization
2001
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