2 citations · 2 across the 2 of their papers we have counts for
3 papers
math.ST2020
A note on estimation of -stable CARMA processes sampled at low frequencies
Vicky Fasen-Hartmann, Celeste Mayer
In this paper, we investigate estimators for symmetric -stable CARMA processes sampled equidistantly. Simulation studies suggest that the Whittle estimator and the estimator pre…
math.ST2020★ 2 cited
Whittle estimation for stationary state space models with finite second moments
Vicky Fasen-Hartmann, Celeste Mayer
In this paper, we consider the Whittle estimator for the parameters of a stationary solution of a continuous-time linear state space model sampled at low frequencies. In our contex…
stat.ME2018
More good news on the (only) affine invariant test for multivariate reflected symmetry about an unknown center
Norbert Henze, Celeste Mayer
We revisit the problem of testing for multivariate reflected symmetry about an unspecified point. Although this testing problem is invariant with respect to full-rank affine transf…