Pages that link to "Item:Q1761493"
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The following pages link to On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes (Q1761493):
Displaying 10 items.
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- (Q5346030) (← links)
- Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (Q5397971) (← links)