Pages that link to "Item:Q4917229"
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The following pages link to TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229):
Displaying 5 items.
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
