Pages that link to "Item:Q4137972"

The following pages link to Estimation of parameters of a continuous time Gaussian stationary process with rational spectral density (Q4137972):

Displayed 11 items.

• Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) ‎ (← links)
• Recent results in the theory and applications of CARMA processes (Q457274) ‎ (← links)
• The effects of rapid sampling in system identification (Q751603) ‎ (← links)
• Prediction of Lévy-driven CARMA processes (Q888318) ‎ (← links)
• Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications (Q1176540) ‎ (← links)
• Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) ‎ (← links)
• Performance evaluation of methods for identifying continuous-time autoregressive processes (Q1961191) ‎ (← links)
• Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) ‎ (← links)
• High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599) ‎ (← links)
• Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) ‎ (← links)
• Sampling, Embedding and Inference for CARMA Processes (Q5382474) ‎ (← links)