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Likelihood theory for the Graph Ornstein-Uhlenbeck process

26 May 2020

Papers citing "Likelihood theory for the Graph Ornstein-Uhlenbeck process"

4 / 4 papers shown

Title
Ergodic Network Stochastic Differential Equations F. Iafrate S. Iacus 65 0 0 23 Dec 2024
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen F. Benth Almut E. D. Veraart 50 0 0 01 Oct 2024
High-frequency Estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process Valentin Courgeau Almut E. D. Veraart 48 3 0 25 Aug 2020
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 68 44 0 12 Mar 2014