Likelihood-based inference and forecasting for trawl processes: a stochastic optimization approach
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Publication:6449201
arXiv2308.16092MaRDI QIDQ6449201FDOQ6449201
Almut E. D. Veraart, Dan Leonte
Publication date: 30 August 2023
Has companion code repository: https://github.com/danleonte/ambit_stochastics
Monte Carlo methods (65C05) Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Sensitivity, stability, parametric optimization (90C31) Random measures (60G57)
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