Pages that link to "Item:Q1176540"
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The following pages link to Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications (Q1176540):
Displaying 5 items.
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- An efficient order recursive algorithm with a lattice structure for estimating continuous-time AR process parameters (Q1356129) (← links)
- Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters (Q1802201) (← links)
- Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480) (← links)
- Some computational aspects of Gaussian CARMA modelling (Q5962746) (← links)