Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896)
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scientific article
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| English | Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes |
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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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0.8138112425804138
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0.7855365872383118
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0.7806040048599243
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