Stable continuous-time autoregressive process driven by stable subordinator (Q1619074): Difference between revisions

@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
+Normal rank
@@ Property / cites work @@
+Ornstein--Uhlenbeck Process with Non-Gaussian Structure
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+High-frequency sampling and kernel estimation for continuous-time moving average processes
+Normal rank
@@ Property / cites work @@
+Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
+Normal rank
@@ Property / cites work @@
+On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes
+Normal rank
@@ Property / cites work @@
+Multivariate CARMA processes
@@ Property / cites work: Multivariate CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5312869
@@ Property / cites work: Q5312869 / rank @@
+Normal rank
@@ Property / cites work @@
+Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums
+Normal rank
@@ Property / cites work @@
+Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
+Normal rank
@@ Property / cites work @@
+The tempered stable process with infinitely divisible inverse subordinators
+Normal rank
@@ Property / cites work @@
+Geometric Brownian motion with tempered stable waiting times
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Codifference as a practical tool to measure interdependence
+Normal rank
@@ Property / cites work @@
+Correlation cascades, ergodic properties and long memory of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Q5359824
@@ Property / cites work: Q5359824 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the codifference function of linear time series models with infinite variance
+Normal rank
@@ Property / cites work @@
+Q4678395
@@ Property / cites work: Q4678395 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+The random walk's guide to anomalous diffusion: A fractional dynamics approach
+Normal rank
@@ Property / cites work @@
+Subordinated diffusion and continuous time random walk asymptotics
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for ARMA models with infinite variance innovations
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Inefficient estimators of the bivariate survival function for three models
+Normal rank
@@ Property / cites work @@
+Correlation structure of fractional Pearson diffusions
+Normal rank
@@ Property / cites work @@
+Q4765076
@@ Property / cites work: Q4765076 / rank @@
+Normal rank