Pages that link to "Item:Q3191826"
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The following pages link to Limit Theory for High Frequency Sampled MCARMA Models (Q3191826):
Displaying 10 items.
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690) (← links)
- Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes (Q1744717) (← links)
- On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes (Q1761493) (← links)
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
- Limit theorems for trawl processes (Q2243917) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Dependence estimation for high-frequency sampled multivariate CARMA models (Q2791841) (← links)
- Limit behaviour of the truncated pathwise Fourier-transformation of L\'evy-driven CARMA processes for non-equidistant discrete time observations (Q4571226) (← links)
- Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (Q5397971) (← links)
