Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841): Difference between revisions

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Latest revision as of 15:43, 11 July 2024

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Dependence Estimation for High-frequency Sampled Multivariate CARMA Models
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    Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (English)
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    16 March 2016
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    asymptotic normality
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    Bartlett's formula
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    CARMA process
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    consistency
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    correlation function
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    covariance function
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    high-frequency data
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    Lévy process
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    limit theorems
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    MA process
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    multivariate models
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    VARMA process
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