The following pages link to (Q5434010):
Displaying 28 items.
- Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes (Q273730) (← links)
- Optimal designs for regression models with autoregressive errors (Q297159) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Stationary Gaussian Markov processes as limits of stationary autoregressive time series (Q512009) (← links)
- On maximum likelihood estimation of the drift matrix of a degenerated O-U process (Q523447) (← links)
- Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (Q583827) (← links)
- Modal identification of system driven by Lévy random excitation based on continuous time AR model (Q616066) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- New modal identification method under the non-stationary Gaussian ambient excitation (Q1047295) (← links)
- Modal parameter identification under non-stationary ambient excitation based on continuous time AR model (Q1047429) (← links)
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
- Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters (Q1802201) (← links)
- The likelihood of the parameters of a continuous time vector autoregressive model (Q1862206) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Random discretization of stationary continuous time processes (Q2036302) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance'' estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean'' (Q2173348) (← links)
- Generalized evolutionary point processes: model specifications and model comparison (Q2241636) (← links)
- The BLUE in continuous-time regression models with correlated errors (Q2313274) (← links)
- Second-order continuous-time non-stationary Gaussian autoregression (Q2450913) (← links)
- Multivariate functional data modeling with time-varying clustering (Q2666063) (← links)
- Miscellanea. Exact Gaussian maximum likelihood and simulation for regularly-spaced observations with Gaussian correlations (Q4520237) (← links)
- Bayesian Modeling of Motion Perception Using Dynamical Stochastic Textures (Q5157281) (← links)
- A test for independence between a point process and an analogue signal (Q5397957) (← links)
- Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
- A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data (Q6562734) (← links)
- Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)
