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