Matches in SemOpenAlex for { <https://semopenalex.org/work/W4295328187> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W4295328187 abstract "We present an outline of the theory of certain L'evy-driven, multivariate stochastic processes, where the processes are represented by rational transfer functions (Continuous-time AutoRegressive Moving Average or CARMA models) and their applications in non-Gaussian time series modelling. We discuss in detail their definition, their spectral representation, the equivalence to linear state space models and further properties like the second order structure and the tail behaviour under a heavy-tailed input. Furthermore, we study the estimation of the parameters using quasi-maximum likelihood estimates for the auto-regressive and moving average parameters, as well as how to estimate the driving L'evy process." @default.
- W4295328187 created "2022-09-13" @default.
- W4295328187 creator A5026385078 @default.
- W4295328187 date "2011-12-30" @default.
- W4295328187 modified "2023-09-25" @default.
- W4295328187 title "CARMA Processes driven by Non-Gaussian Noise" @default.
- W4295328187 doi "https://doi.org/10.48550/arxiv.1201.0155" @default.
- W4295328187 hasPublicationYear "2011" @default.
- W4295328187 type Work @default.
- W4295328187 citedByCount "0" @default.
- W4295328187 crossrefType "posted-content" @default.
- W4295328187 hasAuthorship W4295328187A5026385078 @default.
- W4295328187 hasBestOaLocation W42953281871 @default.
- W4295328187 hasConcept C105795698 @default.
- W4295328187 hasConcept C11413529 @default.
- W4295328187 hasConcept C118615104 @default.
- W4295328187 hasConcept C121332964 @default.
- W4295328187 hasConcept C121864883 @default.
- W4295328187 hasConcept C143724316 @default.
- W4295328187 hasConcept C149782125 @default.
- W4295328187 hasConcept C151730666 @default.
- W4295328187 hasConcept C159877910 @default.
- W4295328187 hasConcept C163716315 @default.
- W4295328187 hasConcept C17744445 @default.
- W4295328187 hasConcept C199539241 @default.
- W4295328187 hasConcept C2776359362 @default.
- W4295328187 hasConcept C2780069185 @default.
- W4295328187 hasConcept C28826006 @default.
- W4295328187 hasConcept C33923547 @default.
- W4295328187 hasConcept C41008148 @default.
- W4295328187 hasConcept C52918065 @default.
- W4295328187 hasConcept C61326573 @default.
- W4295328187 hasConcept C62520636 @default.
- W4295328187 hasConcept C72434380 @default.
- W4295328187 hasConcept C74883015 @default.
- W4295328187 hasConcept C8272713 @default.
- W4295328187 hasConcept C86803240 @default.
- W4295328187 hasConcept C94625758 @default.
- W4295328187 hasConceptScore W4295328187C105795698 @default.
- W4295328187 hasConceptScore W4295328187C11413529 @default.
- W4295328187 hasConceptScore W4295328187C118615104 @default.
- W4295328187 hasConceptScore W4295328187C121332964 @default.
- W4295328187 hasConceptScore W4295328187C121864883 @default.
- W4295328187 hasConceptScore W4295328187C143724316 @default.
- W4295328187 hasConceptScore W4295328187C149782125 @default.
- W4295328187 hasConceptScore W4295328187C151730666 @default.
- W4295328187 hasConceptScore W4295328187C159877910 @default.
- W4295328187 hasConceptScore W4295328187C163716315 @default.
- W4295328187 hasConceptScore W4295328187C17744445 @default.
- W4295328187 hasConceptScore W4295328187C199539241 @default.
- W4295328187 hasConceptScore W4295328187C2776359362 @default.
- W4295328187 hasConceptScore W4295328187C2780069185 @default.
- W4295328187 hasConceptScore W4295328187C28826006 @default.
- W4295328187 hasConceptScore W4295328187C33923547 @default.
- W4295328187 hasConceptScore W4295328187C41008148 @default.
- W4295328187 hasConceptScore W4295328187C52918065 @default.
- W4295328187 hasConceptScore W4295328187C61326573 @default.
- W4295328187 hasConceptScore W4295328187C62520636 @default.
- W4295328187 hasConceptScore W4295328187C72434380 @default.
- W4295328187 hasConceptScore W4295328187C74883015 @default.
- W4295328187 hasConceptScore W4295328187C8272713 @default.
- W4295328187 hasConceptScore W4295328187C86803240 @default.
- W4295328187 hasConceptScore W4295328187C94625758 @default.
- W4295328187 hasLocation W42953281871 @default.
- W4295328187 hasOpenAccess W4295328187 @default.
- W4295328187 hasPrimaryLocation W42953281871 @default.
- W4295328187 hasRelatedWork W118440545 @default.
- W4295328187 hasRelatedWork W1538101308 @default.
- W4295328187 hasRelatedWork W1555630644 @default.
- W4295328187 hasRelatedWork W1573806588 @default.
- W4295328187 hasRelatedWork W1985632384 @default.
- W4295328187 hasRelatedWork W2058518251 @default.
- W4295328187 hasRelatedWork W2125229838 @default.
- W4295328187 hasRelatedWork W2222911609 @default.
- W4295328187 hasRelatedWork W3161713218 @default.
- W4295328187 hasRelatedWork W4301346517 @default.
- W4295328187 isParatext "false" @default.
- W4295328187 isRetracted "false" @default.
- W4295328187 workType "article" @default.