The following pages link to THE CARMA INTEREST RATE MODEL (Q4979881):
Displaying 17 items.
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Integrability conditions for space-time stochastic integrals: theory and applications (Q888479) (← links)
- CARMA processes as solutions of integral equations (Q900954) (← links)
- Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
- Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes (Q1744717) (← links)
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
- Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets (Q2837760) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- FORWARD PRICES AS FUNCTIONALS OF THE SPOT PATH IN COMMODITY MARKETS MODELED BY LEVY SEMISTATIONARY PROCESSES (Q5249753) (← links)
- Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (Q6200564) (← 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)
