Random discretization of stationary continuous time processes
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Cites work
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- scientific article; zbMATH DE number 5224882 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- A Consistent Estimate of the Spectrum by Random Sampling of the Time Series
- A note on asymptotic approximations of inverse moments of nonnegative random variables
- Continuous Time Series Models for Unequally Spaced Data Applied to Modeling Atomic Clocks
- Continuous-time fractional ARMA processes
- Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
- Large sample inference for long memory processes
- Long memory continuous time models
- Long-memory processes. Probabilistic properties and statistical methods
- Long-range dependent curve time series
- Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data
- On continuous-time autoregressive fractionally integrated moving average processes
- Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
- Random sampling of long-memory stationary processes
- SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
- Spectral estimation of continuous-time stationary processes from random sampling
- The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
- The Interpolation of Time Series by Related Series
- The Invariance Principle for Stationary Processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(14)- Asymptotics for irregularly observed long memory processes
- A Simple and Effective Discretization of a Continuous Random Variable
- Discrete-time trawl processes
- Discretization of processes.
- On discrete stochastic processes with long-lasting time dependence in the variance
- Inference for continuous-time long memory randomly sampled processes
- Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
- Can continuous-time stationary stable processes have discrete linear representations?
- On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case
- ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE
- STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
- Random sampling of long-memory stationary processes
- On time-invariant realizations of discrete random processes
- Randomized pivots for means of short and long memory linear processes
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