Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Enrique Cabaña
affiliation not provided to SSRN
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
50
SSRN CITATIONS
0
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
A Construction of Continuous Time ARMA Models by Iterations of Ornstein-Uhlenbeck Processes
SORT-Statistics and Operations Research Transactions, 40 (2), 267-302, 2016
Number of pages: 32
Posted: 31 May 2018
Argimiro Arratia
,
Alejandra Cabaña
and Enrique Cabaña
Polytechnic University of Catalonia (UPC), Autonomous University of Barcelona and
affiliation not provided to SSRN
Downloads
50
(518,501)
View PDF
Download
Abstract:
Ornstein-Uhlenbeck Process, Levy Process, Continuous ARMA, Stationary Process
Feedback
