Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896): Difference between revisions

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Latest revision as of 11:50, 6 July 2024

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Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
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    Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (English)
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    28 May 2013
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    asymptotic normality
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    linear state space model
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    multivariate CARMA process
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    quasi maximum likelihood estimation
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    strong consistency
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    strong mixing
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