Estimation for Non-Negative Lévy-Driven CARMA Processes

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Futures pricing in electricity markets based on stable CARMA spot models (2012, methodology): “There exists a number of papers devoted to the estimation of the CARMA parameters in L 2 (see for instance Brockwell et al. [14], Tsai and Chan [37]).”
Modelling energy spot prices by volatility modulated Levy-driven Volterra processes (2013, methodology): “Note that in addition to estimating the parameters of the g function coming from a CARMA process one can also recover the driving Lévy process of a CARMA process based on recent findings by Brockwell, Davis and Yang [36].”
Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (2012, methodology): “We first give a semi-explicit construction of a weak VARMA representation of Y with complex-valued coefficient matrices, a generalization of [7], Proposition 3.”
Recent results in the theory and applications of CARMA processes (2014, methodology): “Inference for second-order nonnegative subordinator-driven CARMA processes was carried out in Brockwell et al. (2011).”