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 22:48, 18 April 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 |
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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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