High-frequency Estimation of the Lévy-driven Graph Ornstein-Uhlenbeck
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High-frequency Estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process

25 August 2020

Valentin Courgeau

Almut E. D. Veraart

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Papers citing "High-frequency Estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process"

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Title
Likelihood theory for the Graph Ornstein-Uhlenbeck process Valentin Courgeau Almut E. D. Veraart 42 4 0 26 May 2020
Autoregressive Models for Sequences of Graphs Daniele Zambon Daniele Grattarola L. Livi Cesare Alippi 40 8 0 18 Mar 2019
Autoregressive Convolutional Neural Networks for Asynchronous Time Series Mikolaj Binkowski Gautier Marti Philippe Donnat AI4TS BDL 72 151 0 12 Mar 2017
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 57 44 0 12 Mar 2014
Testing whether jumps have finite or infinite activity Yacine Ait-Sahalia J. Jacod 55 102 0 22 Nov 2012
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations P. Brockwell E. Schlemm 151 60 0 05 Sep 2012
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein--Uhlenbeck type processes Christian Pigorsch R. Stelzer 84 40 0 04 Sep 2009