Pages that link to "Item:Q3191826"
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The following pages link to Limit Theory for High Frequency Sampled MCARMA Models (Q3191826):
Displayed 7 items.
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690) (← 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)
- Limit theorems for trawl processes (Q2243917) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
- Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (Q5397971) (← links)