搜索结果: 1-1 共查到“数学 discrete observations”相关记录1条 . 查询时间(0.157 秒)
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
Parametric estimation the driving Lévy process of multivariate CARMA processes discrete observations
2012/11/23
We consider the parametric estimation of the driving L\'evy process of a multivariate continuous-time autoregressive moving average (MCARMA) process, which is observed on the discrete time grid $(0,h,...