Parameter estimation for Lévy-driven continuous-time linear models with tapered data (Q2023033)
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scientific article; zbMATH DE number 7341762
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| English | Parameter estimation for Lévy-driven continuous-time linear models with tapered data |
scientific article; zbMATH DE number 7341762 |
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Parameter estimation for Lévy-driven continuous-time linear models with tapered data (English)
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3 May 2021
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tapered data
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Lévy-driven continuous-time model
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spectral density
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parametric estimation
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smoothed periodogram
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consistency
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asymptotic normality
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0.9052181839942932
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0.8134157657623291
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0.8090326189994812
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0.7827420830726624
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