Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations (Q1941443): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2045108974 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1209.0952 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 22:48, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations |
scientific article |
Statements
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations (English)
0 references
12 March 2013
0 references
generalized method of moments
0 references
high-frequency sampling
0 references
infinitely divisible distributions
0 references
