Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes

28 October 2012

Papers citing "Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes"

3 / 3 papers shown

Title
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations P. Brockwell E. Schlemm 164 60 0 05 Sep 2012
Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes E. Schlemm R. Stelzer 65 47 0 01 Mar 2012
Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General Lévy Process K. Spiliopoulos 77 27 0 17 Jul 2008