Pages that link to "Item:Q408083"

The following pages link to Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083):

Displaying 11 items.

• Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes (Q1744717) (← links)
• Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
• \(\ell_1\)-symmetric vector random fields (Q2000155) (← links)
• Empirical spectral processes for stationary state space models (Q2105074) (← links)
• Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
• Nonparametric regression for locally stationary random fields under stochastic sampling design (Q2137017) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• Cointegration in continuous time for factor models (Q2633453) (← links)
• Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
• Continuous-time locally stationary time series models (Q6068849) (← links)
• Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)