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1-2 of 2 results for estimation of CARMA models

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Select article: Estimation of stable CARMA models with an application to electricity spot prices

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Research article

First published October, 2011

Estimation of stable CARMA models with an application to electricity spot prices

Isabel García, Claudia Klüppelberg, Gernot Müller

Statistical Modelling

Select article: Modeling Survey Time Series Data with Flow-Observed CARMA Processes

Open access

Research article

First published December, 2024

Modeling Survey Time Series Data with Flow-Observed CARMA Processes

Patrick M. Joyce, Tucker S. McElroy

Journal of Official Statistics

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