Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes (Q1744717)
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scientific article; zbMATH DE number 6861768
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| English | Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes |
scientific article; zbMATH DE number 6861768 |
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Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes (English)
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19 April 2018
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multivariate continuous time autoregressive moving average (CARMA) process
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spectral density
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high-frequency sampling
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discretely sampled process
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0.8432080745697021
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0.8240557909011841
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0.8046498894691467
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0.798943817615509
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0.7842304110527039
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