Parameter estimation for Lévy-driven continuous-time linear models with tapered data
type: Item
instance of: scholarly article
title: Parameter estimation for Lévy-driven continuous-time linear models with tapered data
zbMATH Open document ID: 1465.62055
published in: Acta Applicandae Mathematicae
publication date: 2021-05-03T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 7341762
zbMATH Keywords: tapered data
zbMATH Keywords: Lévy-driven continuous-time model
zbMATH Keywords: spectral density
zbMATH Keywords: parametric estimation
zbMATH Keywords: smoothed periodogram
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
author: M. S. Ginovyan
MaRDI profile type: Publication
full work available at URL: s10440-019-00289-7
OpenAlex ID: W2972460008
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DOI: 10.1007/S10440-019-00289-7
description: scientific article; zbMATH DE number 7341762