Limit behaviour of the truncated pathwise Fourier-transformation of L\'evy-driven CARMA processes for non-equidistant discrete time observations (Q4571226): Difference between revisions
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Latest revision as of 18:29, 19 April 2024
scientific article; zbMATH DE number 6899404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit behaviour of the truncated pathwise Fourier-transformation of L\'evy-driven CARMA processes for non-equidistant discrete time observations |
scientific article; zbMATH DE number 6899404 |
Statements
Limit behaviour of the truncated pathwise Fourier-transformation of L\'evy-driven CARMA processes for non-equidistant discrete time observations (English)
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6 July 2018
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CARMA process
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frequency domain
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high-frequency data
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Lévy process
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trapezoidal rule
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