Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations (Q1941443): Difference between revisions

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Latest revision as of 23:48, 18 April 2024

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Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
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    Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations (English)
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    12 March 2013
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    generalized method of moments
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    high-frequency sampling
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    infinitely divisible distributions
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