Pages that link to "Item:Q1655581"
From MaRDI portal
The following pages link to Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581):
Displaying 21 items.
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- Discrete-valued ARMA processes (Q840814) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804) (← links)
- Empirical spectral processes for stationary state space models (Q2105074) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
- Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
- Continuous-time ARMA processes (Q2734966) (← links)
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
- Computing stochastic continuous-time models from ARMA models (Q3360751) (← links)
- (Q3793437) (← links)
- Discretization of continuous systems with internal and external point delays through a quasiparametrical ARMA model (Q4359009) (← links)
- Representations of continuous-time ARMA processes (Q4822474) (← links)
- Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Reachability of discrete time ARMA representations (Q5162719) (← links)
- A note on the embeddability conditions in the case of integrated CARMA (2, 1) stochastic process with single and double zero roots (Q6641054) (← links)
