Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575)
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| Language | Label | Description | Also known as |
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| English | Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies |
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Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (English)
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3 January 2020
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cointegration
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(super-)consistency
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identifiability
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Kalman filter
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MCARMA process
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pseudo-innovation
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quasi-maximum likelihood estimation
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state space model
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