Cited by 4
Note on AR(1)-characterisation of stationary processes and model fitting

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
Journal:  Stochastic Processes and their Applications Volume 150 (2022), p. 886
Modeling and Estimation of Multivariate Discrete and Continuous Time Stationary Processes
Marko Voutilainen
Journal:  Frontiers in Applied Mathematics and Statistics Volume 6 (2020)
On the ARCH model with stationary liquidity
Marko Voutilainen, Pauliina Ilmonen, Soledad Torres, Ciprian Tudor, Lauri Viitasaari
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
Journal:  Scandinavian Journal of Statistics Volume 49, Issue 3 (2022), p. 992