Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6569580
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes |
scientific article; zbMATH DE number 6569580 |
Statements
Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (English)
0 references
15 April 2016
0 references
functional linear processes
0 references
\(\mathrm{ARMA}D(1,1)\) processes
0 references
jumps
0 references
estimation of intensity
0 references
discrete data
0 references
0 references
0 references
0 references
0 references
0 references
0.8591030836105347
0 references
0.8298341631889343
0 references
0.8023795485496521
0 references
0.7826951742172241
0 references
0.7265083193778992
0 references
