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- Divisibility 2017-01-16 Paper CARMA processes as solutions of integral equations 2015-12-23 Paper Prediction of Lévy-driven CARMA processes 2015-10-30 Paper...10 bytes (19 words) - 13:02, 8 December 2023
- Aspects of non‐causal and non‐invertible CARMA processes 2021-11-25 Paper Sampling, Embedding and Inference for CARMA Processes 2019-06-17 Paper Continuous...10 bytes (19 words) - 20:43, 9 December 2023
- ergodic Lévy driven SDE 2022-05-11 Paper Finite Mixture Approximation of CARMA(p,q) Models 2021-12-02 Paper On the dependence structure between S&P500,...10 bytes (16 words) - 23:28, 10 December 2023
- parameter identification for linear stochastic feedback control systems (CARMA model) 2003-04-09 Paper...10 bytes (17 words) - 03:19, 12 December 2023
- multivariate regularly varying Lévy and CARMA processes 2013-07-19 Paper Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of...10 bytes (16 words) - 20:11, 6 October 2023
- zbMath Open mcclure.carma-lMaRDI QIDQ4160364 No records found. This page was built for person: Carma L. McClure...10 bytes (18 words) - 20:26, 26 December 2023
- convoluted Lévy processes 2009-03-02 Paper Multivariate fractionally integrated CARMA processes 2008-03-05 Paper Fractional Lévy processes with an application...10 bytes (16 words) - 14:54, 28 January 2024
- 2022-03-04 Paper On nonnegative solutions of SDDEs with an application to CARMA processes 2021-12-27 Paper Multivariate continuous-time modeling of wind...10 bytes (17 words) - 23:50, 24 September 2023
- estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes 2013-05-28 Paper Eigenvalue distribution of large sample covariance...10 bytes (17 words) - 09:27, 7 October 2023
- and CARMA processes 2013-07-19 Paper Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes...10 bytes (16 words) - 20:11, 6 October 2023
- 2022-11-08 Paper Factorization and discrete-time representation of multivariate CARMA processes 2022-08-02 Paper Cointegrated continuous-time linear state-space...10 bytes (18 words) - 19:17, 24 September 2023
- distortion measures 2021-08-05 Paper Information criteria for multivariate CARMA processes 2017-09-21 Paper Statistical estimation of multivariate Ornstein-Uhlenbeck...10 bytes (17 words) - 09:06, 25 September 2023
- dynamical systems with small noise 2018-05-28 Paper Implementation of Lévy CARMA model in \texttt{yuima} package 2016-01-29 Paper Multivariate Matching Methods...10 bytes (19 words) - 16:18, 27 February 2024
- quantiles and expectiles 2022-07-05 Paper Finite Mixture Approximation of CARMA(p,q) Models 2021-12-02 Paper On the dependence structure between S&P500,...10 bytes (16 words) - 11:22, 7 October 2023
- iterative identification algorithm for controlled autoregressive moving average (CARMA) systems 2012-09-30 Paper...10 bytes (16 words) - 14:43, 28 January 2024
- zbMath Open harding.carmaMaRDI QIDQ4460600 No records found. This page was built for person: Carma Harding...10 bytes (16 words) - 20:48, 26 December 2023
- Publication Date of Publication Type THE CARMA INTEREST RATE MODEL 2014-06-19 Paper...10 bytes (16 words) - 21:27, 26 December 2023
- Publication Date of Publication Type Finite Mixture Approximation of CARMA(p,q) Models 2021-12-02 Paper...10 bytes (16 words) - 21:31, 26 December 2023
- Strongly consistent estimation of the order of stochastic control systems (CARMA model) 1992-09-27 Paper Optimal control for a class of noisy linear systems...10 bytes (18 words) - 19:46, 12 December 2023
- 2022-03-04 Paper On nonnegative solutions of SDDEs with an application to CARMA processes 2021-12-27 Paper On non-stationary solutions to MSDDEs: representations...10 bytes (18 words) - 15:38, 7 December 2023
