Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise. (English) Zbl 1253.62057 Ann. Inst. Stat. Math. 64, No. 6, 1089-1119 (2012). MSC: 62M10 60G10 62H99 62H05 PDFBibTeX XMLCite \textit{P. Brockwell} et al., Ann. Inst. Stat. Math. 64, No. 6, 1089--1119 (2012; Zbl 1253.62057) Full Text: DOI arXiv
Brockwell, Peter J.; Lindner, Alexander Strictly stationary solutions of autoregressive moving average equations. (English) Zbl 1195.62137 Biometrika 97, No. 3, 765-772 (2010). MSC: 62M10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Biometrika 97, No. 3, 765--772 (2010; Zbl 1195.62137) Full Text: DOI Link
Brockwell, Peter J.; Lindner, Alexander Existence and uniqueness of stationary Lévy-driven CARMA processes. (English) Zbl 1182.62172 Stochastic Processes Appl. 119, No. 8, 2660-2681 (2009). MSC: 62M10 60G51 60G10 PDFBibTeX XMLCite \textit{P. J. Brockwell} and \textit{A. Lindner}, Stochastic Processes Appl. 119, No. 8, 2660--2681 (2009; Zbl 1182.62172) Full Text: DOI
Liu, Jian; Brockwell, Peter J. On the general bilinear time series model. (English) Zbl 0654.60029 J. Appl. Probab. 25, No. 3, 553-564 (1988). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{J. Liu} and \textit{P. J. Brockwell}, J. Appl. Probab. 25, No. 3, 553--564 (1988; Zbl 0654.60029) Full Text: DOI