Prediction of Lévy-driven CARMA processes (Q888318): Difference between revisions

@@ Property / author @@
-Peter J. Brockwell
@@ Property / author: Peter J. Brockwell / rank @@
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@@ Property / author @@
-Alexander M. Lindner
@@ Property / author: Alexander M. Lindner / rank @@
-Normal rank
@@ Property / author @@
+Peter J. Brockwell
@@ Property / author: Peter J. Brockwell / rank @@
+Normal rank
@@ Property / author @@
+Alexander M. Lindner
@@ Property / author: Alexander M. Lindner / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2015.03.021
+Normal rank
@@ Property / OpenAlex ID @@
+W2050488482
@@ Property / OpenAlex ID: W2050488482 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5191310
@@ Property / cites work: Q5191310 / rank @@
+Normal rank
@@ Property / cites work @@
+A Class of Non-Embeddable ARMA Processes
@@ Property / cites work: A Class of Non-Embeddable ARMA Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+High-frequency sampling of a continuous-time ARMA process
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+Existence and uniqueness of stationary Lévy-driven CARMA processes
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+Q4840212
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+Q4863604
@@ Property / cites work: Q4863604 / rank @@
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+Estimation of parameters of a continuous time Gaussian stationary process with rational spectral density
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+Q4937701
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+Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
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@@ Property / cites work @@
+On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
+Normal rank