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1. Strictly stationary solutions of autoregressive moving average equations


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2. Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series


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3. Gaussian maximum likelihood estimation for ARMA models I: Times series

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4. Autoregressions Generated by the Tent Map

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5. High frequency sampling of a continuous-time ARMA process

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6. Estimation for Non-negative Levy-driven Ornstein-Uhlenbeck Processes

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7. Lévy-driven and fractionally integrated ARMA processes with continuous time parameter

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8. Strictly stationary solutions of autoregressive moving average equations


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9. Parametric estimation of the driving L\'evy process of multivariate CARMA processes from discrete observations


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10. Representations of continuous-time ARMA processes


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