Weak dependence and GMM estimation of supOU and mixed moving average
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Weak dependence and GMM estimation of supOU and mixed moving average processes

16 July 2018

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Papers citing "Weak dependence and GMM estimation of supOU and mixed moving average processes"

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Periodic trawl processes: Simulation, statistical inference and applications in energy markets Almut E. D. Veraart 30 4 0 07 Mar 2023
Mixed moving average field guided learning for spatio-temporal data I. Curato O. Furat Lorenzo Proietti Bennet Stroeh AI4TS 94 2 0 02 Jan 2023
Statistical inference for continuous-time locally stationary processes using stationary approximations Bennet Ströh 30 2 0 10 May 2021
Asymptotics of time-varying processes in continuous-time using locally stationary approximations R. Stelzer Bennet Ströh 55 0 0 01 May 2021
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields I. Curato R. Stelzer Bennet Ströh 13 5 0 21 Jul 2020