The authors thank the DAAD exchange programme Eastern Partnership for financial support.
Received: 25.11.2019 Accepted: 18.03.2020
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Article
Language: English
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This publication is cited in the following 2 articles:
Valentin Courgeau, Almut E. D. Veraart, “Likelihood theory for the graph Ornstein-Uhlenbeck process”, Stat Inference Stoch Process, 25:2 (2022), 227
Kevin W. Lu, “Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination”, Stat Inference Stoch Process, 25:2 (2022), 365