Pages that link to "Item:Q5193316"

The following pages link to Estimation of stable CARMA models with an application to electricity spot prices (Q5193316):

Displaying 22 items.

• Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
• Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
• Recent results in the theory and applications of CARMA processes (Q457274) (← links)
• Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
• CARMA processes as solutions of integral equations (Q900954) (← links)
• Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
• Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
• A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
• Lévy driven CARMA generalized processes and stochastic partial differential equations (Q2196534) (← links)
• Lévy-driven causal CARMA random fields (Q2229696) (← links)
• Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
• Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
• On non-negative modeling with CARMA processes (Q2633848) (← links)
• Representation and approximation of ambit fields in Hilbert space (Q2974867) (← links)
• Aspects of non‐causal and non‐invertible CARMA processes (Q5012867) (← links)
• Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
• Model verification for Lévy-driven CARMA(2,1) processes (Q5157351) (← links)
• (Q5346030) (← links)
• Sampling, Embedding and Inference for CARMA Processes (Q5382474) (← links)
• Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
• Semi-Lévy-driven CARMA process: estimation and prediction (Q6100207) (← links)
• Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (Q6200564) (← links)