Limit Theory for High Frequency Sampled MCARMA Models (Q3191826)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theory for High Frequency Sampled MCARMA Models |
scientific article |
Statements
Limit Theory for High Frequency Sampled MCARMA Models (English)
0 references
25 September 2014
0 references
central limit theorem
0 references
cointegration
0 references
domain of attraction
0 references
high-frequency data
0 references
multivariate CARMA process
0 references
regular variation
0 references
Ornstein-Uhlenbeck process
0 references
sample variance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
