Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations (Q1941443): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:19, 5 March 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
