The following pages link to Multivariate CARMA processes (Q873609):
Displaying 43 items.
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) (← links)
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Modal identification of system driven by Lévy random excitation based on continuous time AR model (Q616066) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Stationary infinitely divisible processes (Q642197) (← links)
- Stable continuous-time autoregressive process driven by stable subordinator (Q1619074) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- 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)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- On nonnegative solutions of SDDEs with an application to CARMA processes (Q2062453) (← links)
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← 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)
- Growth and fluctuation in perturbed nonlinear Volterra equations (Q2242115) (← links)
- Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
- Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)
- High-frequency sampling of a continuous-time ARMA process (Q2930909) (← links)
- Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion (Q2956051) (← links)
- Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- On operator fractional Lévy motion: integral representations and time-reversibility (Q5084793) (← links)
- Stochastic delay differential equations and related autoregressive models (Q5086489) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) (← links)
- Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages (Q5881049) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)
