Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes
DOI10.1111/JTSA.12029zbMATH Open1282.62192OpenAlexW1793633357MaRDI QIDQ5397971FDOQ5397971
Authors: Vicky Fasen, Florian Fuchs 
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12029
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Cited In (12)
- Whittle estimation for continuous-time stationary state space models with finite second moments
- Title not available (Why is that?)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
- Régularisation spectrale et propriétés métriques des moyennes mobiles (Spectral regularization and metric properties of moving averages)
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data
- Limit Theory for High Frequency Sampled MCARMA Models
- Dependence estimation for high-frequency sampled multivariate CARMA models
- Recent results in the theory and applications of CARMA processes
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions
- Semi-Lévy-driven CARMA process: estimation and prediction
- High-frequency sampling of a continuous-time ARMA process
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes
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