Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896): Difference between revisions
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Revision as of 06:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes |
scientific article |
Statements
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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