Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations

5 September 2012

Papers citing "Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations"

3 / 3 papers shown

Title
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes E. Schlemm R. Stelzer 133 41 0 28 Oct 2012
Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes E. Schlemm R. Stelzer 58 47 0 01 Mar 2012
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 143 53 0 22 Jul 2008