Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5558293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Realized power variation and stochastic volatility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time GARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy-driven CARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representations of continuous-time ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / 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: High-frequency sampling and kernel estimation for continuous-time moving average processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-frequency sampling of a continuous-time ARMA process / 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: Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility for Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Elementary Gaussian Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996911 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the limit behavior of the periodogram of high-frequency sampled stable CARMA 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: Discretization of processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour / rank
 
Normal rank
Property / cites work
 
Property / cites work: An overview of important practical aspects of continuous-time ARMA system identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate CARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4760427 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of spectral factorization methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: COMPLEX FOURIER--BESSEL TRANSFORMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of continuous-time stochastic volatility models with jumps using high-frequency data / rank
 
Normal rank

Latest revision as of 10:57, 6 July 2024

scientific article
Language Label Description Also known as
English
Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums
scientific article

    Statements

    Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (English)
    0 references
    0 references
    0 references
    29 May 2013
    0 references
    CARMA process
    0 references
    high-frequency data
    0 references
    Lévy process
    0 references
    discretely sampled process
    0 references
    noise recovery
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references