Spectral subsampling MCMC reduces computational cost for frequency-domain inference in discretely observed Lévy-driven continuous-time ARMA models by estimating the log-likelihood via data subsampling and control variates.
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Spectral subsampling MCMC for L\'evy-driven continuous-time ARMA models with expensive likelihood contributions
Spectral subsampling MCMC reduces computational cost for frequency-domain inference in discretely observed Lévy-driven continuous-time ARMA models by estimating the log-likelihood via data subsampling and control variates.