Estimation and inference for multivariate continuous-time autoregressive processes (Q6846934)
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scientific article; zbMATH DE number 8170291
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation and inference for multivariate continuous-time autoregressive processes |
scientific article; zbMATH DE number 8170291 |
Statements
Estimation and inference for multivariate continuous-time autoregressive processes (English)
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10 March 2026
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asymptotic properties
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autoregressive
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continuous-time
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estimation
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graph topology
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inference
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Lévy process
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maximum likelihood
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Ornstein-Uhlenbeck process
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state-space models
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