Enrique Cabaña

affiliation not provided to SSRN

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Scholarly Papers (1)

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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
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Abstract:

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Ornstein-Uhlenbeck Process, Levy Process, Continuous ARMA, Stationary Process