Random discretization of stationary continuous time processes
type: Item
instance of: scholarly article
title: Random discretization of stationary continuous time processes
zbMATH Open document ID: 1467.62148
author: Caroline Robet
author: Anne Philippe
author: Marie-Claude Viano
published in: Metrika
publication date: 2021-06-28T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 7364109
zbMATH Keywords: Gaussian process
zbMATH Keywords: long memory
zbMATH Keywords: partial sum
zbMATH Keywords: random sampling
zbMATH Keywords: regularly varying covariance
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: s00184-020-00783-1
OpenAlex ID: W2903867021
cites work: Long-Memory Processes
cites work: Q3992980
cites work: Q5434010
cites work: SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
cites work: Long memory continuous time models
cites work: The Invariance Principle for Stationary Processes
cites work: Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
cites work: Q5512461
cites work: The Interpolation of Time Series by Related Series
cites work: Q3399435
cites work: Q3940701
cites work: Continuous Time Series Models for Unequally Spaced Data Applied to Modeling Atomic Clocks
cites work: Long-Range Dependent Curve Time Series
cites work: A Consistent Estimate of the Spectrum by Random Sampling of the Time Series
cites work: Spectral estimation of continuous-time stationary processes from random sampling
cites work: The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
cites work: Random sampling of long-memory stationary processes
cites work: A note on asymptotic approximations of inverse moments of nonnegative random variables
cites work: Q4084474
cites work: Weak convergence to fractional brownian motion and to the rosenblatt process
cites work: On continuous-time autoregressive fractionally integrated moving average processes
cites work: Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data
cites work: Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes
cites work: Continuous-time fractional ARMA processes
DOI: 10.1007/S00184-020-00783-1
Recommended article: Some stationary processes in discrete and continuous time
Recommended article: Stochastic realizations of a discrete-time non-stationary Process
Recommended article: On time-invariant realizations of discrete random processes
Recommended article: Random stationary processes
Recommended article: Q4886156
Recommended article: On discrete-time self-similar processes with stationary increments
Recommended article: Structure and randomness of continuous-time, discrete-event processes
Recommended article: Discretization of continuous time discrete scale invariant processes: estimation and spectra
description: scientific article; zbMATH DE number 7364109