Pages that link to "Item:Q4854210"
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The following pages link to A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES (Q4854210):
Displaying 15 items.
- Discrete-valued ARMA processes (Q840814) (← links)
- Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804) (← links)
- Signal extraction for nonstationary time series with diverse sampling rules (Q1695679) (← links)
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data (Q2152401) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- Multivariate fractionally integrated CARMA processes (Q2474239) (← links)
- A class of stationary random fields with a simple correlation structure (Q2485994) (← links)
- Multivariate AR systems and mixed frequency data: G-identifiability and estimation (Q2826003) (← links)
- Detecting structural changes with ARMA processes (Q2831115) (← links)
- Can we have correspondence between discrete-time ARMA process and continuous-time ARMA process? (Q2864745) (← links)
- ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL (Q3033158) (← links)
- Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes (Q5121013) (← links)
- Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
- Embedding a Gaussian discrete‐time autoregressive moving average process in a Gaussian continuous‐time autoregressive moving average process (Q5430497) (← 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)
