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Modern Stochastics: Theory and Applications


Cited by 8
On model fitting and estimation of strictly stationary processes

PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND TECHNOLOGY 2022 (MATHTECH 2022): Navigating the Everchanging Norm with Mathematics and Technology
Jhurdan G. Pilay, Amanda Jessica M. Werdenberg
https://doi.org/10.1063/5.0192466
Conference:  PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND TECHNOLOGY 2022 (MATHTECH 2022): Navigating the Everchanging Norm with Mathematics and Technology (PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND TECHNOLOGY 2022 (MATHTECH 2022): Navigating the Everchanging Norm with Mathematics and Technology) Volume 3016 (2024), p. 070009
AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation
Soukaina Douissi, Khalifa Es-Sebaiy, Fatimah Alshahrani, Frederi G. Viens
https://doi.org/10.1016/j.spa.2020.02.007
Journal:  Stochastic Processes and their Applications Volume 150 (2022), p. 886
Anchovy (Engraulis ringens) and Pacific sardine (Sardinops sagax) variability changes in northern Chile associated with the environment and inter species synchronicity: GARCH model with exogenous variable and hybrid Bayesian deep learning estimation approach
Francisco Plaza-Vega, Héctor Araya
https://doi.org/10.1016/j.pocean.2023.103190
Journal:  Progress in Oceanography Volume 221 (2024), p. 103190
Modeling and Estimation of Multivariate Discrete and Continuous Time Stationary Processes
Marko Voutilainen
https://doi.org/10.3389/fams.2020.00043
Journal:  Frontiers in Applied Mathematics and Statistics Volume 6 (2020)
Note on AR(1)-characterisation of stationary processes and model fitting
Marko Voutilainen ORCID icon link to view author Marko Voutilainen details   Lauri Viitasaari   Pauliina Ilmonen  
https://doi.org/10.15559/19-VMSTA132
Pub. online: 8 Mar 2019      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 6, Issue 2 (2019), pp. 195–207
   Abstract
On Lamperti transformation and AR(1) type characterisations of discrete random fields
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen
https://doi.org/10.1090/tpms/1222
Journal:  Theory of Probability and Mathematical Statistics Volume 111 (2024), p. 181
On the ARCH model with stationary liquidity
Marko Voutilainen, Pauliina Ilmonen, Soledad Torres, Ciprian Tudor, Lauri Viitasaari
https://doi.org/10.1007/s00184-020-00779-x
Journal:  Metrika Volume 84, Issue 2 (2021), p. 195
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen, Soledad Torres, Ciprian Tudor
https://doi.org/10.1111/sjos.12552
Journal:  Scandinavian Journal of Statistics Volume 49, Issue 3 (2022), p. 992


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