Pages that link to "Item:Q1950896"
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The following pages link to Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896):
Displaying 11 items.
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Sampling, Embedding and Inference for CARMA Processes (Q5382474) (← links)
- Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (Q5397971) (← links)
