Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929)
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scientific article; zbMATH DE number 6274130
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| English | Statistical inference of spectral estimation for continuous-time MA processes with finite second moments |
scientific article; zbMATH DE number 6274130 |
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Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (English)
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26 March 2014
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continuous-time
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lag-window spectral density estimator
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Lévy process
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MA process
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periodogram
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spectral density
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0.8018908500671387
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0.7645881772041321
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0.7643261551856995
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0.7578330636024475
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