Correction to: Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes, Bernoulli 18, pp. 46-63, 2012

Robert Stelzer

A serious flaw in the proof of the equivalence of continuous time state space models and MCARMA processes spotted in Fasen and Schenk (2024) is corrected. We point out that likewis…