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Seasonal functional autoregressive models

Zamani, Atefeh; Haghbin, Hossein; Hashemi, Maryam; … - In: Journal of Time Series Analysis 43 (2021) 2, pp. 197-218

Persistent link: https://www.econbiz.de/10012636169

Aspects of non‐causal and non‐invertible CARMA processes

Brockwell, Peter J.; Lindner, Alexander - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 777-790

Persistent link: https://www.econbiz.de/10012538245

Sampling, Embedding and Inference for CARMA Processes

Brockwell, Peter J.; Lindner, Alexander - In: Journal of Time Series Analysis 40 (2018) 2, pp. 163-181

Persistent link: https://www.econbiz.de/10012094957

High‐frequency sampling of a continuous‐time ARMA process

Brockwell, Peter J.; Ferrazzano, Vincenzo; … - In: Journal of Time Series Analysis 33 (2012) 1, pp. 152-160

Persistent link: https://www.econbiz.de/10011036586

High-frequency sampling and kernel estimation for continuous-time moving average processes

Brockwell, Peter J.; Ferrazzano, Vincenzo; … - In: Journal of Time Series Analysis 34 (2013) 3, pp. 385-404

Persistent link: https://www.econbiz.de/10011036605

Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series

Yao, Qiwei; Brockwell, Peter J. - In: Journal of Time Series Analysis 27 (2006) 6, pp. 857-875

We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood estimators for causal and invertible autoregressive moving-average (ARMA) time series models, which were initially established by Hannan [Journal of Applied Probability (1973) vol. 10, pp. 130-145]...

Persistent link: https://www.econbiz.de/10005315161