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High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process - MaRDI portal

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High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process (Q6347689)

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scientific article
Language Label Description Also known as
English
High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process
scientific article

    Statements

    publication date
    25 August 2020
    0 references
    arXiv classification
    stat.ME
    0 references
    math.ST
    0 references
    q-fin.ST
    0 references
    stat.TH
    0 references
    author
    Valentin Courgeau
    0 references
    Almut E. D. Veraart
    0 references

    Identifiers

    arXiv ID
    2008.10930
    0 references
    DOI
    10.1214/22-EJS2052
    0 references
     
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