Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes |
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Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (English)
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15 April 2016
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functional linear processes
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\(\mathrm{ARMA}D(1,1)\) processes
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jumps
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estimation of intensity
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discrete data
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