High-frequency sampling of a continuous-time ARMA process (Q2930909)

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High-frequency sampling of a continuous-time ARMA process
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    title
    High-frequency sampling of a continuous-time ARMA process (English)
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    author
    Peter J. Brockwell
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    Vincenzo Ferrazzano
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    Claudia Klüppelberg
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    publication date
    20 November 2014
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    zbMATH DE Number
    6371635
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    zbMATH Keywords
    CARMA process
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    high-frequency data
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    discretely sampled process
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