Likelihood theory for the graph Ornstein-Uhlenbeck process
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Publication:2144193
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- Asymptotic theory for large volatility matrix estimation based on high-frequency financial data
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- Sparse covariance matrix estimation in high-dimensional deconvolution
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Cited in
(7)- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
- Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph
- Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments
- Likelihood theory for the Graph Ornstein-Uhlenbeck process
- Estimation and inference for multivariate continuous-time autoregressive processes
- Research frontiers in ambit stochastics: in memory of Ole E. Barndorff-Nielsen
- Statistical inference for Lévy-driven graph supOU processes: from short- to long-memory in high-dimensional time series
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