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"Parametric estimation of the driving Lévy process of multivariate ..."

Peter J. Brockwell, Eckhard Schlemm (2013)

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DOI: 10.1016/J.JMVA.2012.09.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Peter J. Brockwell, Eckhard Schlemm:
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations. J. Multivar. Anal. 115: 217-251 (2013)

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