Pages that link to "Item:Q408083"
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The following pages link to Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083):
Displayed 13 items.
- Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes (Q1744717) (← links)
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
- \(\ell_1\)-symmetric vector random fields (Q2000155) (← links)
- Empirical spectral processes for stationary state space models (Q2105074) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)