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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. Autoregressions Generated by the Tent Map

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

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

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

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7. Strictly stationary solutions of autoregressive moving average equations


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


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9. Representations of continuous-time ARMA processes


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10. Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise


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