Pages that link to "Item:Q4727247"
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The following pages link to A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL (Q4727247):
Displaying 11 items.
- Optimal designs for regression models with autoregressive errors (Q297159) (← links)
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804) (← links)
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data (Q2152401) (← links)
- Frequency-domain identification of continuous-time ARMA models from sampled data (Q2391320) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- A class of stationary random fields with a simple correlation structure (Q2485994) (← links)
- Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (Q5121013) (← links)
- Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
- Some computational aspects of Gaussian CARMA modelling (Q5962746) (← links)
- A note on the embeddability conditions in the case of integrated CARMA (2, 1) stochastic process with single and double zero roots (Q6641054) (← links)
