Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193)

scientific article

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English	Likelihood theory for the graph Ornstein-Uhlenbeck process	scientific article

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instance of

scholarly article

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title

Likelihood theory for the graph Ornstein-Uhlenbeck process (English)

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Statistical Inference for Stochastic Processes

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publication date

1 June 2022

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full work available at URL

https://arxiv.org/abs/2005.12720

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zbMATH Keywords

Ornstein-Uhlenbeck processes

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multivariate Lévy process

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continuous-time likelihood

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maximum likelihood estimator

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graphical modelling

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central limit theorem

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adaptive Lasso

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describes a project that uses

GNAR

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MaRDI publication profile

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cites work

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Multivariate spatial autoregressive model for large scale social networks

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Identifiers

Mathematics Subject Classification ID

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10.1007/S11203-021-09257-1

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Sitelinks

Mathematics(1 entry)

mardi Publication:2144193