Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes

1 March 2012

Papers citing "Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes"

4 / 4 papers shown

Title
Nonparametric regression for locally stationary random fields under stochastic sampling design Daisuke Kurisu 42 14 0 13 May 2020
Limit behaviour of the truncated pathwise Fourier-transformation of Lévy-driven CARMA processes for non-equidistant discrete time observations R. Stelzer .. fechner 29 3 0 04 Sep 2015
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes E. Schlemm R. Stelzer 150 41 0 28 Oct 2012
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations P. Brockwell E. Schlemm 166 60 0 05 Sep 2012