Pages that link to "Item:Q5382474"
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The following pages link to Sampling, Embedding and Inference for CARMA Processes (Q5382474):
Displaying 10 items.
- Prediction of Lévy-driven CARMA processes (Q888318) (← links)
- Yule-Walker estimation of a CAR\((p)\) observed at discrete times (Q1863440) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- The real part of a complex ARMA process (Q2886958) (← links)
- (Q5011498) (← links)
- Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← 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)
