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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…