Forecasting continuous-time processes with applications to signal extraction (Q2393151): Difference between revisions

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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Signal extraction from nonstationary time series
@@ Property / cites work: Signal extraction from nonstationary time series / rank @@
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+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
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+Representations of continuous-time ARMA processes
@@ Property / cites work: Representations of continuous-time ARMA processes / rank @@
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+Existence and uniqueness of stationary Lévy-driven CARMA processes
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+High-frequency sampling of a continuous-time ARMA process
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+Q4858539
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+Q3940701
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+Q4368791
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+MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
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+Selection between models through multi-step-ahead forecasting
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+On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
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+Q3323077
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+Q5794082
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+Publication:2393151