A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies |
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A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (English)
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8 April 2022
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autocovariance function
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CARMA process
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consistency
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Ornstein-Uhlenbeck process
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stable Lévy process
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Whittle estimator
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