Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126): Difference between revisions

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Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums
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    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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