Pages that link to "Item:Q1655581"
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The following pages link to Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581):
Displaying 8 items.
- Empirical spectral processes for stationary state space models (Q2105074) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
- Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
