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Benth, F · 2014

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math.PR 1

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2025 1

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Measure-Valued CARMA Processes

math.PR · 2025-05-13 · conditional · novelty 6.0

A class of continuous-time autoregressive moving-average processes taking values in cones of measures is constructed via analytically weak solutions of linear state-space equations driven by Lévy subordinators.

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  • Measure-Valued CARMA Processes math.PR · 2025-05-13 · conditional · none · ref 7

    A class of continuous-time autoregressive moving-average processes taking values in cones of measures is constructed via analytically weak solutions of linear state-space equations driven by Lévy subordinators.