Continuous-time ARMA processes-Reference-Cited by-同舟云学术

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Continuous-time ARMA processes

Published:2001 Issue: Volume: Page:249-276
ISSN:0169-7161
Container-title:Handbook of Statistics
language:
Short-container-title:

Author:

Brockwell P.J.

Publisher

Elsevier

Reference42 articles.

1. Non-Gaussian OU based models and some of their uses in financial economics;Barndorff-Nielsen,1999

2. On the theoretical specification and sampling properties of autocorrelated time series;Bartlett;J. Roy. Statist. Soc. (Supplement),1946

3. Continuous Time Econometric Modelling;Bergstrom,1990

4. Generalised autoregressive conditional heteroscedasticity;Bollerslev;J. Econom.,1986

5. A class of non-embeddable ARMA processes;Brockwell;J. Time Ser. Anal.,1998

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