Marko Voutilainen

Available identifiers

Publication	Date of Publication	Type
On Lamperti transformation and AR(1) type characterisations of discrete random fields	2024-11-06	Paper
On Lamperti transformation and characterisations of discrete random fields	2023-01-04	Paper
Note on asymptotic behavior of spatial sign autocovariance matrices	2022-12-02	Paper
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	2022-10-06	Paper
On the ARCH model with stationary liquidity	2021-02-10	Paper
Modeling and estimation of multivariate discrete and continuous time stationary processes	2019-11-04	Paper
Note on AR(1)-characterisation of stationary processes and model fitting	2019-10-08	Paper
On generalized ARCH model with stationary liquidity	2018-06-22	Paper
On model Fitting and estimation of strictly stationary processes	2018-02-15	Paper
One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields	N/A	Paper

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