Continuous-time fractional ARMA processes
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Cites work
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- COMPLEX FOURIER--BESSEL TRANSFORMS
- Continuous-time fractional ARMA processes
- Discrimination between monotonic trends and long-range dependence
- Fractional Brownian Motions, Fractional Noises and Applications
- Gaussian sample functions and the Hausdorff dimension of level crossings
- scientific article; zbMATH DE number 3820911 (Why is no real title available?)
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- Infinite variance self-similar processes subordinate to a poisson measure
- Noncentral limit theorems for quadratic forms in random variables having long-range dependence
- ON GENERALIZED FRACTIONAL PROCESSES
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
Cited in
(21)- Note on functional large deviation principle for fractional ARIMA processes
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- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
- Random discretization of stationary continuous time processes
- Fractionally integrated Gauss-Markov processes and applications
- Optimal and superoptimal convergence rate of the local linear estimator of nonparametric regression function in continuous time
- Adaptive sampling schemes for density estimation
- Continuous-time ARMA processes
- scientific article; zbMATH DE number 1001922 (Why is no real title available?)
- scientific article; zbMATH DE number 97775 (Why is no real title available?)
- Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
- Local Hölder exponent estimation for multivariate continuous time processes
- Representations of continuous-time ARMA processes
- On semilinear stochastic fractional differential equations of Volterra type
- LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES
- SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
- Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
- Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data
- On continuous-time autoregressive fractionally integrated moving average processes
- Extending the root-locus method to fractional-order systems
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