High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599): Difference between revisions

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Latest revision as of 23:12, 6 July 2024

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High-frequency sampling and kernel estimation for continuous-time moving average processes
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    High-frequency sampling and kernel estimation for continuous-time moving average processes (English)
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    9 October 2013
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    CARMA process
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    continuous-time moving average process
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    FICARMA process
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    high-frequency data
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    kernel estimation
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    regular variation
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    spectral theory
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    turbulence
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    Wold representation
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