Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
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Publication:2439929
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Cited in
(7)- scientific article; zbMATH DE number 897212 (Why is no real title available?)
- Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes
- A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies
- Best lag window for spectrum estimation of law order MA process
- Empirical spectral processes for stationary state space models
- Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes
- Whittle estimation for continuous-time stationary state space models with finite second moments
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