Pages that link to "Item:Q5086527"
From MaRDI portal
The following pages link to Cointegrated continuous-time linear state-space and MCARMA models (Q5086527):
Displaying 8 items.
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
- Discrete and continuous time cointegration (Q1305667) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Cointegration in singular ARMA models (Q1673429) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- Cointegrated Linear Processes in Hilbert Space (Q4596436) (← links)
- Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)