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Likelihood theory for the Graph Ornstein-Uhlenbeck process
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Likelihood theory for the Graph Ornstein-Uhlenbeck process

Valentin Courgeau
Almut E. D. Veraart
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Papers citing "Likelihood theory for the Graph Ornstein-Uhlenbeck process"

4 / 4 papers shown
Title
Ergodic Network Stochastic Differential Equations
Ergodic Network Stochastic Differential Equations
F. Iafrate
S. Iacus
67
0
0
23 Dec 2024
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
F. Benth
Almut E. D. Veraart
52
0
0
01 Oct 2024
High-frequency Estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process
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
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
71
44
0
12 Mar 2014