High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
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Publication:2084463
DOI10.1214/22-EJS2052MaRDI QIDQ2084463
Valentin Courgeau, Almut E. D. Veraart
Publication date: 18 October 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.10930
Ornstein-Uhlenbeck processLévy processstable convergencegraphical modeladaptive Lassohigh-frequency inference
Asymptotic properties of parametric estimators (62F12) Statistical ranking and selection procedures (62F07)
Uses Software
Cites Work
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