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Bootstrapping continuous time autoregressive processes

Type: Journal Paper

Author : Brockwell, P.J. - Kreiss, J. - Niebuhr, T.

Publisher: Springer

Year: 2014

Recent results in the theory and applications of CARMA processes

Type: Journal Paper

Author : Brockwell, P.J.

Publisher: Springer

Year: 2014

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes—Part II: Discrete-Domain Theory

Type: Journal Paper

Author : Unser, Michael; Tafti, Pouya D.; Amini, Amin; Kirshner, Hagai

Publisher: IEEE

Year: 2014

Author

Amini, Amin (1)

Brockwell, P.J. (1)

Brockwell, P.J. - Kreiss, J. - Niebuhr, T. (1)

Kirshner, Hagai (1)

Tafti, Pouya D. (1)

Unser, Michael (1)

Publisher

Springer (2)

IEEE (1)

Year

2014 (3)

Keywords

CARMA processes (2)

#x0301 (1)

analog-to-discrete conversion problem (1)

Autocovariance (1)

autoregressive moving average processes (1)

B-spline (1)

Bootstrap (1)

Brownian motion (1)

canonical infinitely divisible probability distribution (1)

CARMA process (1)

Type

Journal Paper (3)

Language (ISO)

English (3)

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Metadata Only (3)

Publication Title

Annals of the Institute of Statistical Mathematics (2)

Information Theory, IEEE Transactions on (1)

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