Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126): Difference between revisions
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Revision as of 05:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums |
scientific article |
Statements
Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (English)
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29 May 2013
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CARMA process
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high-frequency data
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Lévy process
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discretely sampled process
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noise recovery
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