Zobrazeno 1 - 10
of 121
pro vyhledávání: '"CARMA Process"'
Autor:
Fasen-Hartmann, Vicky ⁎, Mayer, Celeste
Publikováno v:
In Journal of Statistical Planning and Inference July 2022 219:250-265
Autor:
Fechner, Żywilla, Stelzer, Robert
Publikováno v:
Statistica Sinica, 2018 Jul 01. 28(3), 1633-1650.
Externí odkaz:
https://www.jstor.org/stable/26492961
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 December 2016 464:123-137
Autor:
Wyłomańska, Agnieszka, Gajda, Janusz ⁎
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 February 2016 444:1012-1026
Autor:
Brockwell, Peter J. a, ⁎, Lindner, Alexander b
Publikováno v:
In Journal of Econometrics December 2015 189(2):263-271
Publikováno v:
In Energy Economics July 2014 44:392-406
Autor:
Brockwell, Peter J. a, b, Schlemm, Eckhard c, ⁎
Publikováno v:
In Journal of Multivariate Analysis March 2013 115:217-251
Autor:
Fasen, Vicky a, Fuchs, Florian b, c, ⁎
Publikováno v:
In Stochastic Processes and their Applications January 2013 123(1):229-273
Autor:
Sebastian Kimmig, Vicky Fasen-Hartmann
Publikováno v:
Journal of Time Series Analysis. 41:620-651
In this article, we present a robust estimator for the parameters of a stationary, but not necessarily Gaussian, continuous-time ARMA(p,q) (CARMA(p,q)) process that is sampled equidistantly. Therefore, we propose an indirect estimation procedure that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68de557eb15ca0cc99e0e29a82412344
https://doi.org/10.1111/jtsa.12526
https://doi.org/10.1111/jtsa.12526
Autor:
Marquardt, Tina
Publikováno v:
Bernoulli, 2006 Dec 01. 12(6), 1099-1126.
Externí odkaz:
https://www.jstor.org/stable/25464855