Pages that link to "Item:Q457274"
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The following pages link to Recent results in the theory and applications of CARMA processes (Q457274):
Displayed 25 items.
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
- Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data (Q1722054) (← links)
- Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
- On nonnegative solutions of SDDEs with an application to CARMA processes (Q2062453) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← 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)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- Lévy-driven causal CARMA random fields (Q2229696) (← links)
- Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Stochastic modeling of stratospheric temperature (Q2676481) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- (Q5011498) (← links)
- Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (Q5121013) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
- Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)
- Time changes and stationarity issues for extended scalar autoregressive models (Q6195516) (← links)