Estimation and Inference for Multivariate Continuous-time Autoregressive Processes (Q6444966)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Inference for Multivariate Continuous-time Autoregressive Processes |
preprint article from arXiv |
Statements
24 July 2023
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stat.ME
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math.ST
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stat.TH
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Lorenzo Lucchese
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Mikko S. Pakkanen
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Almut E. D. Veraart
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