Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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