Pages that link to "Item:Q457274"

The following pages link to Recent results in the theory and applications of CARMA processes (Q457274):

Displaying 34 items.

• Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
• On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
• Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
• CARMA processes as solutions of integral equations (Q900954) (← links)
• CARMA\((p,q)\) generalized random processes (Q993798) (← links)
• Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data (Q1722054) (← links)
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033) (← links)
• Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
• On nonnegative solutions of SDDEs with an application to CARMA processes (Q2062453) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← 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)
• Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
• Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
• Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
• Lévy-driven causal CARMA random fields (Q2229696) (← links)
• Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
• On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
• On non-negative modeling with CARMA processes (Q2633848) (← links)
• Stochastic modeling of stratospheric temperature (Q2676481) (← links)
• The real part of a complex ARMA process (Q2886958) (← links)
• (Q3645682) (← links)
• Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
• (Q5011498) (← links)
• Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (Q5121013) (← links)
• Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
• Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369) (← links)
• Continuous‐time threshold autoregressions with jumps: Properties, estimation, and application to electricity markets (Q6073420) (← links)
• Multivariate continuous-time autoregressive moving-average processes on cones (Q6115253) (← links)
• Time changes and stationarity issues for extended scalar autoregressive models (Q6195516) (← links)
• A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data (Q6562734) (← links)
• Goodness-of-fit test for stochastic processes using even empirical moments statistic (Q6571811) (← 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)
• Mixed orthogonality graphs for continuous-time stationary processes (Q6658920) (← links)