Behme, Anita Moments of MGOU processes and positive semidefinite matrix processes. (English) Zbl 1247.60065 J. Multivariate Anal. 111, 183-197 (2012). MSC: 60G51 60J25 91G80 PDFBibTeX XMLCite \textit{A. Behme}, J. Multivariate Anal. 111, 183--197 (2012; Zbl 1247.60065) Full Text: DOI
Aue, Alexander; Horváth, Lajos; Hušková, Marie Extreme value theory for stochastic integrals of Legendre polynomials. (English) Zbl 1170.60023 J. Multivariate Anal. 100, No. 5, 1029-1043 (2009). Reviewer: Kun Soo Chang (Seoul) MSC: 60G70 62J02 PDFBibTeX XMLCite \textit{A. Aue} et al., J. Multivariate Anal. 100, No. 5, 1029--1043 (2009; Zbl 1170.60023) Full Text: DOI
Martins-Filho, Carlos; Yao, Feng Nonparametric regression estimation with general parametric error covariance. (English) Zbl 1154.62034 J. Multivariate Anal. 100, No. 3, 309-333 (2009). MSC: 62G08 62E20 65C05 62G20 PDFBibTeX XMLCite \textit{C. Martins-Filho} and \textit{F. Yao}, J. Multivariate Anal. 100, No. 3, 309--333 (2009; Zbl 1154.62034) Full Text: DOI
Marquardt, Tina Multivariate fractionally integrated CARMA processes. (English) Zbl 1143.60032 J. Multivariate Anal. 98, No. 9, 1705-1725 (2007). Reviewer: Uta Freiberg (Canberra) MSC: 60G20 60G10 60G12 60H05 91B28 PDFBibTeX XMLCite \textit{T. Marquardt}, J. Multivariate Anal. 98, No. 9, 1705--1725 (2007; Zbl 1143.60032) Full Text: DOI
Konecny, Franz On Wong-Zakai approximation of stochastic differential equations. (English) Zbl 0535.60053 J. Multivariate Anal. 13, 605-611 (1983). MSC: 60H10 60G48 PDFBibTeX XMLCite \textit{F. Konecny}, J. Multivariate Anal. 13, 605--611 (1983; Zbl 0535.60053) Full Text: DOI
Protter, Philip Right-continuous solutions of systems of stochastic integral equations. (English) Zbl 0363.60045 J. Multivariate Anal. 7, 204-214 (1977). MSC: 60H20 PDFBibTeX XMLCite \textit{P. Protter}, J. Multivariate Anal. 7, 204--214 (1977; Zbl 0363.60045) Full Text: DOI