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Journal of Econometrics, ISSN 0304-4076, 12/2015, Volume 189, Issue 2, p. 263
  The conditional expectations, E(Y(h)|Y(u),-...0 and 0 Studies | Algorithms | Predictions | Stochastic models | Causality | Parameter identification
Journal Article
Journal of the Royal Statistical Society. Series B, Statistical Methodology, ISSN 1369-7412, 06/2017, Volume 79, Issue 3, p. 833
  We define an isotropic Lévy-driven continuous auto-regressive moving average CARMA(p,q) random field on R n as the integral of a radial CARMA kernel with... 
Studies | Statistical methods | Estimating techniques | Functions (mathematics) | Parameter estimation | Ornstein-Uhlenbeck process | Planes | Mathematical analysis | Fields (mathematics) | Poisson distribution
Journal Article
Journal of the Royal Statistical Society: Series B (Statistical Methodology), ISSN 1369-7412, 06/2017, Volume 79, Issue 3, pp. 833 - 857
We define an isotropic Levy-driven continuous auto-regressive moving average CARMA(p,q) random field on [Formulaomitted] as the integral of a radial CARMA... 
Functions (mathematics) | Kernels | Simulation | Mathematical analysis | Polynomials | Fields (mathematics) | Sheets | Knots
Journal Article
Journal of econometrics, ISSN 0304-4076, 02/2015, Volume 189, Issue 2, pp. 263 - 263
The conditional expectations, E(Y(h)|Y(u),-...u0) and E(Y(h)|Y(u),-Mu0) with h0 and 0M... are determined for a continuous-time ARMA (CARMA) process (Y(t))...... 
Journal Article
Journal of Time Series Analysis, ISSN 0143-9782, 03/2019, Volume 40, Issue 2, pp. 163 - 181
A CARMA(p,q) process Y is a strictly stationary solution Y of the pth‐order formal stochastic differential equation a(D)Yt = b(D)DLt, where L is a two‐sided... 
quasi‐maximum‐likelihood estimation | embedding | complex‐valued information matrix | CARMA process | sampling | quasi-maximum-likelihood estimation | complex-valued information matrix | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MODELS | STATISTICS & PROBABILITY | Embedding | Polynomials | Coefficients | Sampling | Differential equations
Journal Article
Journal of Econometrics, ISSN 0304-4076, 12/2015, Volume 189, Issue 2, pp. 263 - 271
The conditional expectations, and with and are determined for a continuous-time ARMA (CARMA) process driven by a Lévy process with . If these are the minimum... 
Continuous time | Lévy process | Prediction | CARMA process | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | Levy process | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article
Journal of the Royal Statistical Society. Series B: Statistical Methodology, ISSN 1369-7412, 2016
Journal Article
Journal of the Royal Statistical Society: Series B (Statistical Methodology), ISSN 1369-7412, 06/2017, Volume 79, Issue 3, pp. 833 - 857
Summary We define an isotropic Lévy‐driven continuous auto‐regressive moving average CARMA(p,q) random field on Rn as the integral of a radial CARMA kernel... 
Knot selection | Convolution | Matérn class | Compound Poisson process | Lévy noise | Continuous auto‐regressive moving average random field | Gibbs sampling | Lévy sheet
Journal Article
2016, 3rd ed. 2016., Springer Texts in Statistics, ISBN 3319298526
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the... 
Econometrics | Statistics
Web Resource
2016, 3rd ed. 2016., Springer Texts in Statistics, ISBN 3319298526
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the... 
Econometrics | Statistics
Web Resource
Statistics and Probability Letters, ISSN 0167-7152, 12/2015, Volume 107, pp. 221 - 227
A CARMA process is defined by suitable interpretation of the formal th order differential equation , where is a two-sided Lévy process, and are polynomials of... 
Integral equation | Differential equation | Continuous time autoregressive moving average process | CARMA process | STATISTICS & PROBABILITY | MODELS
Journal Article
Biometrika, ISSN 0006-3444, 09/2010, Volume 97, Issue 3, p. 765
Necessary and sufficient conditions for the existence of a strictly stationary solution of the equations defining an autoregressive moving average process... 
Studies | Normal distribution | Regression analysis
Journal Article
Journal Article
Journal of Applied Probability, ISSN 0021-9002, 2004, Volume 41A, pp. 375 - 382
Journal Article
Journal of Time Series Analysis, ISSN 0143-9782, 05/2013, Volume 34, Issue 3, pp. 385 - 404
Journal Article
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