Pages that link to "Item:Q2852599"

The following pages link to High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599):

Displaying 22 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)
• Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
• Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
• Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes (Q1744717) (← links)
• Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
• Nonparametric estimation for i.i.d. Gaussian continuous time moving average models (Q2040942) (← links)
• Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
• Kernel estimation for Lévy driven stochastic convolutions (Q2063036) (← links)
• Lévy driven CARMA generalized processes and stochastic partial differential equations (Q2196534) (← links)
• Lévy-driven causal CARMA random fields (Q2229696) (← 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)
• (Q5011498) (← links)
• On Lévy Semistationary Processes with a Gamma Kernel (Q5038270) (← links)
• (Q5346030) (← links)
• Sampling, Embedding and Inference for CARMA Processes (Q5382474) (← links)
• Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (Q5397971) (← links)
• Semi-Lévy-driven CARMA process: estimation and prediction (Q6100207) (← links)