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

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

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Publication:6347689

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DOI10.1214/22-EJS2052arXiv2008.10930MaRDI QIDQ6347689

Almut E. D. Veraart, Valentin Courgeau

Publication date: 25 August 2020

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistical ranking and selection procedures (62F07)

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