Pages that link to "Item:Q1341364"

The following pages link to Continuous-time fractional ARMA processes (Q1341364):

Displaying 21 items.

• On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
• Extending the root-locus method to fractional-order systems (Q937496) (← links)
• Note on functional large deviation principle for fractional ARIMA processes (Q1281921) (← links)
• Continuous-time fractional ARMA processes (Q1341364) (← links)
• Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
• Random discretization of stationary continuous time processes (Q2036302) (← links)
• Fractionally integrated Gauss-Markov processes and applications (Q2038125) (← links)
• Optimal and superoptimal convergence rate of the local linear estimator of nonparametric regression function in continuous time (Q2269676) (← links)
• Adaptive sampling schemes for density estimation (Q2498749) (← links)
• Continuous-time ARMA processes (Q2734966) (← links)
• (Q3129793) (← links)
• (Q4022208) (← links)
• Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016) (← links)
• Local Hölder exponent estimation for multivariate continuous time processes (Q4819562) (← links)
• Representations of continuous-time ARMA processes (Q4822474) (← links)
• On semilinear stochastic fractional differential equations of Volterra type (Q4828186) (← links)
• LONG-RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES (Q4837793) (← links)
• SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528) (← links)
• Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes (Q5467623) (← links)
• Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes (Q5467710) (← links)
• Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)