Random discretization of stationary continuous time processes (Q2036302): Difference between revisions

@@ Property / author @@
-Anne Philippe
@@ Property / author: Anne Philippe / rank @@
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-Marie-Claude Viano
@@ Property / author: Marie-Claude Viano / rank @@
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@@ Property / author @@
+Anne Philippe
@@ Property / author: Anne Philippe / rank @@
+Normal rank
@@ Property / author @@
+Marie-Claude Viano
@@ Property / author: Marie-Claude Viano / rank @@
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+https://doi.org/10.1007/s00184-020-00783-1
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+W2903867021
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+Long-Memory Processes
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+Q3992980
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+Q5434010
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+SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
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@@ Property / cites work @@
+Long memory continuous time models
@@ Property / cites work: Long memory continuous time models / rank @@
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@@ Property / cites work @@
+The Invariance Principle for Stationary Processes
@@ Property / cites work: The Invariance Principle for Stationary Processes / rank @@
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@@ Property / cites work @@
+Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
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@@ Property / cites work @@
+Q5512461
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+The Interpolation of Time Series by Related Series
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+Q3399435
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@@ Property / cites work @@
+Q3940701
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@@ Property / cites work @@
+Continuous Time Series Models for Unequally Spaced Data Applied to Modeling Atomic Clocks
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@@ Property / cites work @@
+Long-Range Dependent Curve Time Series
@@ Property / cites work: Long-Range Dependent Curve Time Series / rank @@
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@@ Property / cites work @@
+A Consistent Estimate of the Spectrum by Random Sampling of the Time Series
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@@ Property / cites work @@
+Spectral estimation of continuous-time stationary processes from random sampling
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+The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
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@@ Property / cites work @@
+Random sampling of long-memory stationary processes
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+A note on asymptotic approximations of inverse moments of nonnegative random variables
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@@ Property / cites work @@
+Q4084474
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+On continuous-time autoregressive fractionally integrated moving average processes
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+Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data
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+Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
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@@ Property / cites work @@
+Continuous-time fractional ARMA processes
@@ Property / cites work: Continuous-time fractional ARMA processes / rank @@
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+Publication:2036302