Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320): 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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+Q4836494
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+Lévy-driven CARMA processes
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+Time series: theory and methods.
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+Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
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+Estimation for Non-Negative Lévy-Driven CARMA Processes
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+Q5312869
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+Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
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+A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
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+The Elementary Gaussian Processes
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+Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums
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+Discretization of processes.
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+Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
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+Multivariate CARMA processes
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+Q4937701
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+Estimation of parameters of a continuous time Gaussian stationary process with rational spectral density
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+A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations
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