Pages that link to "Item:Q2852599"
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The following pages link to High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599):
Displayed 10 items.
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Stationary Gaussian Markov processes as limits of stationary autoregressive time series (Q512009) (← links)
- Selfdecomposable fields (Q521968) (← links)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
- Modelling Turbulent Time Series by BSS-Processes (Q2956046) (← 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)