The Elementary Gaussian Processes

Cited in

(69)

Operator-Valued wide-sense Markov processes and solutions of infinite-dimensional linear differential systems driven by white noise
Series cronologicas estacionarias
Gaussian random sequences with local interaction
High-frequency sampling and kernel estimation for continuous-time moving average processes
Limit theory for high frequency sampled MCARMA models
Stochastic processes and statistical inference
Random Gaussian Markov sequences with values in a Hilbert space
A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data
Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes
Markovian embedding procedures for non-Markovian stochastic Schrödinger equations
The primary process of a smoothing relation
mBm-based scalings of traffic propagated in internet
Stationary Measures for the Flow of a Linear Differential Equation Driven by White Noise
Study of the probability of snap-through of a long, cylindrical panel under random pressure
Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes
Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime
Über die Struktur stationärer zufälliger Funktionen
MULTIPLE MARKOV GENERALIZED GAUSSIAN PROCESSES AND THEIR DUALITIES
Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
Why is isotropy so prevalent in spatial statistics?
A Regression Problem Concerning Stationary Processes
An open problem on strongly consistent learning of the best prediction for Gaussian processes
Model verification for Lévy-driven Ornstein-Uhlenbeck processes
Long-run risk in stationary vector autoregressive models
Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums
Harmonic oscillators, waves and Gaussian processes
Forced harmonic oscillators, waves on a forced string and changes of measure
scientific article; zbMATH DE number 165237 (Why is no real title available?)
A Markov property for Gaussian processes with a multidimensional parameter
Embedding in law of discrete time ARMA processes in continuous time stationary processes
Dependence estimation for high-frequency sampled multivariate CARMA models
scientific article; zbMATH DE number 7387569 (Why is no real title available?)
Lévy-driven causal CARMA random fields
Quantum stochastic processes
Forecasting the forecasts of others: implications for asset pricing
Recent results in the theory and applications of CARMA processes
Model verification for Lévy-driven CARMA(2,1) processes
Power law statistics in the velocity fluctuations of Brownian particle in inhomogeneous media and driven by colored noise
Metodos lineales en el Calculo de Probabilidades
Brownian motion minus the independent increments: representation and queuing application
On the structure of splitting fields of stationary Gaussian processes with finite multiple Markovian property
On the Theory of the Brownian Motion II
Generalized Gaussian fields with local communication
The primary process of a smoothing relation
Acausal models and balanced realizations of stationary processes
Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination
Coarse-graining Langevin dynamics using reduced-order techniques
Partial correlation graphs for continuous-parameter time series
Estimation of stable CARMA models with an application to electricity spot prices
Implementation of Lévy CARMA model in \texttt{yuima} package
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
Spatio-temporal variograms and covariance models
Mixed orthogonality graphs for continuous-time stationary processes
scientific article; zbMATH DE number 3053480 (Why is no real title available?)
On stochastic realization theory
Multivariate CARMA processes
Kolmogorov's -entropy of some Gaussian processes
On Multivariate Wide-sense Markov Processes
Finite mixture approximation of CARMA(p,q) models
scientific article; zbMATH DE number 6703664 (Why is no real title available?)
Stochastic processes and statistical inference
scientific article; zbMATH DE number 3688432 (Why is no real title available?)
On 1/f noise
Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations
Bootstrapping continuous-time autoregressive processes
ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL
The fundamental limit theorems in probability
High-frequency sampling of a continuous-time ARMA process
Representations of stochastic processes

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