The following pages link to Lévy-driven CARMA processes (Q5960139):
Displayed 26 items.
- Integrating Volatility Clustering Into Exponential Lévy Models (Q3182422) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (Q3402062) (← links)
- Representations of continuous-time ARMA processes (Q4822474) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator (Q5078010) (← links)
- Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise (Q5083425) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Model verification for Lévy-driven CARMA(2,1) processes (Q5157351) (← links)
- Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) (← links)
- Lévy-type nonlinear stochastic dynamic model, method and analysis (Q5237298) (← links)
- Aspects of prediction (Q5245624) (← links)
- FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES (Q5249753) (← links)
- A Note on Non-Negative Continuous Time Processes (Q5473056) (← links)
- Generalized Rybicki Press algorithm (Q5739744) (← links)
- Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages (Q5881049) (← links)
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369) (← links)
- Tail of a linear diffusion with Markov switching (Q5970344) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
- Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination (Q6164836) (← links)
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients (Q6170362) (← links)
- Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (Q6200564) (← links)