Pages that link to "Item:Q2317312"

The following pages link to On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312):

Displaying 7 items.

• A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248) (← links)
• Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
• A method for computing the autocovariance of renewal processes (Q1622127) (← links)
• Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
• A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
• Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages (Q5881049) (← links)
• Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)