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- W2899705979 abstract "In this paper we suggest two continuous-time models which exhibit an autoregressive structure. We obtain existence and uniqueness results and study the structure of the solution processes. One of the models, which corresponds to general stochastic delay differential equations, will be given particular attention. We use the obtained results to link the introduced processes to both discrete-time and continuous-time ARMA processes." @default.
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- W2899705979 date "2017-04-27" @default.
- W2899705979 modified "2023-09-27" @default.
- W2899705979 title "Continuous-time models with an autoregressive structure" @default.
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