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2008.10930
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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"
4 / 4 papers shown
Title
Ergodic Network Stochastic Differential Equations
F. Iafrate
S. Iacus
70
0
0
23 Dec 2024
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
F. Benth
Almut E. D. Veraart
57
0
0
01 Oct 2024
Likelihood theory for the Graph Ornstein-Uhlenbeck process
Valentin Courgeau
Almut E. D. Veraart
61
4
0
26 May 2020
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
74
44
0
12 Mar 2014
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