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

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-Peter J. Brockwell
@@ Property / author: Peter J. Brockwell / rank @@
-Normal rank
@@ Property / author @@
+Peter J. Brockwell
@@ Property / author: Peter J. Brockwell / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3121583852
@@ Property / OpenAlex ID: W3121583852 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0554
@@ Property / arXiv ID: 1104.0554 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time GARCH processes
@@ Property / cites work: Continuous-time GARCH processes / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation for Non-Negative Lévy-Driven CARMA Processes
+Normal rank
@@ Property / cites work @@
+Q5312869
@@ Property / cites work: Q5312869 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of stationary Lévy-driven CARMA processes
+Normal rank
@@ Property / cites work @@
+The Elementary Gaussian Processes
@@ Property / cites work: The Elementary Gaussian Processes / rank @@
+Normal rank
@@ Property / cites work @@
+An Exponential Continuous-Time GARCH Process
@@ Property / cites work: An Exponential Continuous-Time GARCH Process / rank @@
+Normal rank
@@ Property / cites work @@
+Do price and volatility jump together?
@@ Property / cites work: Do price and volatility jump together? / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate CARMA processes
@@ Property / cites work: Multivariate CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+A survey of spectral factorization methods
@@ Property / cites work: A survey of spectral factorization methods / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2930909