Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Whittle estimation for continuous-time stationary state space models with finite second moments |
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Whittle estimation for continuous-time stationary state space models with finite second moments (English)
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4 April 2022
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asymptotic normality
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CARMA process
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consistency
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identifiability
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periodogram
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quasi-maximum-likelihood estimator
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state space model
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Whittle estimator
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