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High-frequency estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process (2022)

First Author: Courgeau V

Attributed to: Isaac Newton Institute for Mathematical Sciences funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/22-ejs2052

Publication URI: http://dx.doi.org/10.1214/22-ejs2052

Type: Journal Article/Review

Parent Publication: Electronic Journal of Statistics

Issue: 2

ISSN: 1935-7524