Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies |
scientific article |
Statements
Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (English)
0 references
3 January 2020
0 references
cointegration
0 references
(super-)consistency
0 references
identifiability
0 references
Kalman filter
0 references
MCARMA process
0 references
pseudo-innovation
0 references
quasi-maximum likelihood estimation
0 references
state space model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8138112425804138
0 references
0.7739708423614502
0 references
0.7669071555137634
0 references
0.7481837868690491
0 references
0.7423524856567383
0 references
