Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Likelihood theory for the graph Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7535462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood theory for the graph Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7535462 |
Statements
Likelihood theory for the graph Ornstein-Uhlenbeck process (English)
0 references
1 June 2022
0 references
Ornstein-Uhlenbeck processes
0 references
multivariate Lévy process
0 references
continuous-time likelihood
0 references
maximum likelihood estimator
0 references
graphical modelling
0 references
central limit theorem
0 references
adaptive Lasso
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.91699064
0 references
0 references
0.8836936
0 references
0.8835903
0 references
0.8816459
0 references
0.8769061
0 references
0.8753717
0 references
0 references
0 references
