Dependence Estimation for High-frequency Sampled Multivariate CARMA Models
نویسندگان
چکیده
منابع مشابه
Efficient estimation for ergodic diffusions sampled at high frequency
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2015
ISSN: 0303-6898
DOI: 10.1111/sjos.12180