Sampling, Embedding and Inference for CARMA Processes (Q5382474)
From MaRDI portal
scientific article; zbMATH DE number 7066733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sampling, Embedding and Inference for CARMA Processes |
scientific article; zbMATH DE number 7066733 |
Statements
Sampling, Embedding and Inference for CARMA Processes (English)
0 references
17 June 2019
0 references
CARMA process
0 references
Lévy process
0 references
sampling
0 references
embedding
0 references
information matrix
0 references
Kalman recursion
0 references
quasi-maximum-likelihood estimation
0 references
0 references
0 references
0 references
