Pages that link to "Item:Q605852"
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The following pages link to On continuous-time autoregressive fractionally integrated moving average processes (Q605852):
Displaying 10 items.
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Optimal convergence rates in non-parametric regression with fractional time series errors (Q2852479) (← links)
- Explicit analytical solutions for <i>ARL</i> of CUSUM chart for a long-memory SARFIMA model (Q5085924) (← links)
- Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes (Q5265852) (← links)
- ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES (Q5389961) (← links)
- Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
- On the exponential process associated with a CARMA-type process (Q5410808) (← links)
- Online estimation methods for irregular autoregressive models (Q6609928) (← links)
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data (Q6631044) (← links)
