High-frequency sampling of a continuous-time ARMA process (Q2930909): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121583852 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1104.0554 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy-driven CARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time GARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for Non-Negative Lévy-Driven CARMA Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312869 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness of stationary Lévy-driven CARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Elementary Gaussian Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Exponential Continuous-Time GARCH Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Do price and volatility jump together? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate CARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of spectral factorization methods / rank
 
Normal rank

Latest revision as of 07:33, 9 July 2024

scientific article
Language Label Description Also known as
English
High-frequency sampling of a continuous-time ARMA process
scientific article

    Statements

    Identifiers