{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,30]],"date-time":"2026-01-30T23:24:47Z","timestamp":1769815487004,"version":"3.49.0"},"reference-count":31,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2013,11,28]],"date-time":"2013-11-28T00:00:00Z","timestamp":1385596800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2015,3]]},"DOI":"10.1007\/s11222-013-9438-9","type":"journal-article","created":{"date-parts":[[2013,11,27]],"date-time":"2013-11-27T08:28:58Z","timestamp":1385540938000},"page":"375-387","source":"Crossref","is-referenced-by-count":16,"title":["Some computational aspects of Gaussian CARMA modelling"],"prefix":"10.1007","volume":"25","author":[{"given":"Helgi","family":"T\u00f3masson","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2013,11,28]]},"reference":[{"issue":"1","key":"9438_CR1","doi-asserted-by":"crossref","first-page":"141","DOI":"10.1111\/j.2517-6161.1994.tb01966.x","volume":"56","author":"J. Belcher","year":"1994","unstructured":"Belcher, J., Hampton, J., Tunnicliffe Wilson, G.: Parameterization of continuous autoregressive models for irregularly sampled time series data. J. R. Stat. Soc. B 56(1), 141\u2013155 (1994)","journal-title":"J. R. Stat. Soc. B"},{"key":"9438_CR2","doi-asserted-by":"crossref","first-page":"365","DOI":"10.1017\/S0266466600013359","volume":"4","author":"A.R. Bergstrom","year":"1988","unstructured":"Bergstrom, A.R.: The history of continuous-time econometric models. Econom. Theory 4, 365\u2013383 (1988)","journal-title":"Econom. Theory"},{"key":"9438_CR3","volume-title":"Time Series Analysis, Forecasting and Control","author":"G.E.P. Box","year":"1970","unstructured":"Box, G.E.P., Jenkins, G.M.: Time Series Analysis, Forecasting and Control. Holden Day, San Fransisco (1970)"},{"issue":"2","key":"9438_CR4","doi-asserted-by":"crossref","first-page":"790","DOI":"10.1214\/105051606000000150","volume":"16","author":"P. Brockwell","year":"2006","unstructured":"Brockwell, P., Chadraa, E., Lindner, A.: Continuous-time GARCH processes. Ann. Probab. 16(2), 790\u2013826 (2006)","journal-title":"Ann. Probab."},{"key":"9438_CR5","doi-asserted-by":"crossref","first-page":"457","DOI":"10.1007\/978-3-540-71297-8_20","volume-title":"Handbook of Financial Time Series","author":"P.J. Brockwell","year":"2009","unstructured":"Brockwell, P.J.: Levi-driven continuous-time ARMA processes. In: Andersen, T.G., Davis, R.A., Kreiss, J.P., Mikosch, T. (eds.) Handbook of Financial Time Series, pp. 457\u2013480. Springer, Berlin (2009)"},{"key":"9438_CR6","doi-asserted-by":"crossref","first-page":"277","DOI":"10.1111\/j.1467-9892.1987.tb00439.x","volume":"8","author":"K. Chan","year":"1987","unstructured":"Chan, K., Tong, H.: A note on embedding a discrete time ARMA model in a continuous parameter ARMA model. J. Time Ser. Anal. 8, 277\u2013281 (1987)","journal-title":"J. Time Ser. Anal."},{"issue":"5","key":"9438_CR7","doi-asserted-by":"crossref","first-page":"1127","DOI":"10.2307\/2999632","volume":"66","author":"R.F. Engle","year":"1998","unstructured":"Engle, R.F., Russel, J.R.: Autoregressive conditional duration: a new model for irregularly spaced data. Econometrica 66(5), 1127\u20131162 (1998)","journal-title":"Econometrica"},{"issue":"3","key":"9438_CR8","doi-asserted-by":"crossref","first-page":"443","DOI":"10.1137\/S003614450343200X","volume":"46","author":"L. Greengard","year":"2004","unstructured":"Greengard, L., Lee, J.Y.: Accelerating the nonuniform fast Fourier transform. SIAM Rev. 46(3), 443\u2013454 (2004)","journal-title":"SIAM Rev."},{"key":"9438_CR9","unstructured":"Jouzel, J., et\u00a0al.: Epica dome c ice core 800 kyr deuterium data and temperature estimates. IGBP PAGES\/World Data Center for Paleoclimatology Data Contribution Series # 2007-091. NOAA\/NCDC Paleoclimatology Program (2007)"},{"key":"9438_CR10","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4471-3866-2","volume-title":"Statistical Inference for Ergodic Diffusion Processes","author":"Y.A. Kutoyants","year":"2004","unstructured":"Kutoyants, Y.A.: Statistical Inference for Ergodic Diffusion Processes. Springer, London (2004)"},{"issue":"3","key":"9438_CR11","doi-asserted-by":"crossref","first-page":"417","DOI":"10.1109\/TAC.2007.892374","volume":"52","author":"E.K. Larsson","year":"2007","unstructured":"Larsson, E.K., Mossberg, M., S\u00f6derstr\u00f6m, T.: Identification of continuous-time ARX models from irregularly sampled data. IEEE Trans. Autom. Control 52(3), 417\u2013427 (2007)","journal-title":"IEEE Trans. Autom. Control"},{"key":"9438_CR12","doi-asserted-by":"crossref","first-page":"1073","DOI":"10.1016\/j.automatica.2006.02.014","volume":"42","author":"K. Mahata","year":"2006","unstructured":"Mahata, K., Fu, M.: Modelling continuous-time processes via input-to-state filters. Automatica 42, 1073\u20131084 (2006)","journal-title":"Automatica"},{"issue":"3","key":"9438_CR13","doi-asserted-by":"crossref","first-page":"317","DOI":"10.1109\/TIT.1978.1055889","volume":"24","author":"E. Masry","year":"1978","unstructured":"Masry, E.: Alias-free sampling: an alternative conceptualization and its applications. IEEE Trans. Inf. Theory 24(3), 317\u2013324 (1978a)","journal-title":"IEEE Trans. Inf. Theory"},{"key":"9438_CR14","doi-asserted-by":"crossref","unstructured":"Masry, E.: Poisson sampling and spectral estimation of continuous-time processes. IEEE Trans. Inf. Theory 24(2) (1978b)","DOI":"10.1109\/TIT.1978.1055858"},{"issue":"2","key":"9438_CR15","doi-asserted-by":"crossref","first-page":"173","DOI":"10.1109\/TIT.1978.1055858","volume":"24","author":"E. Masry","year":"1978","unstructured":"Masry, E.: Poisson sampling and spectral estimation of continuous-time processes. IEEE Trans. Inf. Theory 24(2), 173\u2013183 (1978c)","journal-title":"IEEE Trans. Inf. Theory"},{"issue":"1","key":"9438_CR16","doi-asserted-by":"crossref","first-page":"305","DOI":"10.1214\/aos\/1176324469","volume":"23","author":"T. Mikosch","year":"1995","unstructured":"Mikosch, T., Gadrich, T., Kluppelberg, C., Adler, R.J.: Parameter estimation for ARMA models with infinite variance innovations. Ann. Stat. 23(1), 305\u2013326 (1995)","journal-title":"Ann. Stat."},{"issue":"1","key":"9438_CR17","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1137\/S00361445024180","volume":"45","author":"C. Moler","year":"2003","unstructured":"Moler, C., Van Loan, C.: Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later. SIAM Rev. 45(1), 1\u201346 (2003)","journal-title":"SIAM Rev."},{"issue":"2","key":"9438_CR18","doi-asserted-by":"crossref","first-page":"403","DOI":"10.1093\/biomet\/71.2.403","volume":"71","author":"J.F. Monahan","year":"1984","unstructured":"Monahan, J.F.: A note on enforcing stationarity in autoregressive-moving average models. Biometrika 71(2), 403\u2013404 (1984)","journal-title":"Biometrika"},{"key":"9438_CR19","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-662-03620-4","volume-title":"Stochastic Differential Equations: An Introduction with Applications","author":"B. \u00d8ksendal","year":"1998","unstructured":"\u00d8ksendal, B.: Stochastic Differential Equations: An Introduction with Applications, 5th edn. Springer, Berlin (1998)","edition":"5"},{"issue":"346","key":"9438_CR20","doi-asserted-by":"crossref","first-page":"325","DOI":"10.1080\/01621459.1974.10482947","volume":"69","author":"M. Phadke","year":"1974","unstructured":"Phadke, M., Wu, S.: Modeling of continuous stochastic processes from discrete observations with application to sunspots data. J. Am. Stat. Assoc. 69(346), 325\u2013329 (1974)","journal-title":"J. Am. Stat. Assoc."},{"issue":"1","key":"9438_CR21","doi-asserted-by":"crossref","first-page":"69","DOI":"10.1007\/BF02551381","volume":"4","author":"D.T. Pham","year":"1991","unstructured":"Pham, D.T., Breton, A.L.: Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications. Math. Control Signals Syst. 4(1), 69\u201379 (1991)","journal-title":"Math. Control Signals Syst."},{"key":"9438_CR22","doi-asserted-by":"crossref","first-page":"517","DOI":"10.1093\/biomet\/50.3-4.517","volume":"50","author":"M. Priestley","year":"1963","unstructured":"Priestley, M.: The spectrum of a continuous process derived from a discrete process. Biometrika 50, 517\u2013520 (1963)","journal-title":"Biometrika"},{"key":"9438_CR23","volume-title":"Spectral Analysis and Time Series","author":"M. Priestley","year":"1981","unstructured":"Priestley, M.: Spectral Analysis and Time Series. Academic Press, New York (1981)"},{"key":"9438_CR24","unstructured":"R Development Core Team R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria (2011). http:\/\/www.R-project.org , ISBN 3-900051-07-0"},{"key":"9438_CR25","volume-title":"Mathematical Analysis of Random Noise. Monograph B-1589","author":"S. Rice","year":"1954","unstructured":"Rice, S.: Mathematical Analysis of Random Noise. Monograph B-1589. Bell Telephone Labs Inc., New York (1954)"},{"issue":"1","key":"9438_CR26","doi-asserted-by":"crossref","first-page":"79","DOI":"10.1111\/1467-9892.00040","volume":"18","author":"T. Sun","year":"1997","unstructured":"Sun, T., Chaika, M.: On simulation of a Gaussian stationary process. J. Time Ser. Anal. 18(1), 79\u201393 (1997)","journal-title":"J. Time Ser. Anal."},{"issue":"5","key":"9438_CR27","doi-asserted-by":"crossref","first-page":"552","DOI":"10.1111\/jtsa.12030","volume":"34","author":"M.A. Thornton","year":"2013","unstructured":"Thornton, M.A., Chambers, M.J.: Continuous-time autoregressive moving average processes in discrete time: representation and embeddability. J. Time Ser. Anal. 34(5), 552\u2013561 (2013)","journal-title":"J. Time Ser. Anal."},{"key":"9438_CR28","first-page":"989","volume":"10","author":"H. Tsai","year":"2000","unstructured":"Tsai, H., Chan, K.: A note on the covariance structure of a continuous-time ARMA process. Stat. Sin. 10, 989\u2013998 (2000)","journal-title":"Stat. Sin."},{"issue":"5","key":"9438_CR29","doi-asserted-by":"crossref","first-page":"895","DOI":"10.3150\/bj\/1066418883","volume":"9","author":"H. Tsai","year":"2003","unstructured":"Tsai, H., Chan, K.: A note on parameter differentiation of matrix exponentials, with application to continuous time modelling. Bernoulli 9(5), 895\u2013919 (2003)","journal-title":"Bernoulli"},{"key":"9438_CR30","doi-asserted-by":"crossref","DOI":"10.1002\/9780470644560","volume-title":"Analysis of Financial Time Series","author":"R.S. Tsay","year":"2010","unstructured":"Tsay, R.S.: Analysis of Financial Time Series, 3rd edn. Wiley, New York (2010)","edition":"3"},{"issue":"1","key":"9438_CR31","doi-asserted-by":"crossref","first-page":"108","DOI":"10.1017\/S0266466600011890","volume":"4","author":"P. Zadrozny","year":"1988","unstructured":"Zadrozny, P.: Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies. Econom. Theory 4(1), 108\u2013124 (1988)","journal-title":"Econom. Theory"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-013-9438-9.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11222-013-9438-9\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-013-9438-9","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,5,20]],"date-time":"2024-05-20T14:54:19Z","timestamp":1716216859000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11222-013-9438-9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,11,28]]},"references-count":31,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2015,3]]}},"alternative-id":["9438"],"URL":"https:\/\/doi.org\/10.1007\/s11222-013-9438-9","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,11,28]]}}}