High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599)
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scientific article; zbMATH DE number 6214367
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | High-frequency sampling and kernel estimation for continuous-time moving average processes |
scientific article; zbMATH DE number 6214367 |
Statements
High-frequency sampling and kernel estimation for continuous-time moving average processes (English)
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9 October 2013
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CARMA process
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continuous-time moving average process
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FICARMA process
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high-frequency data
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kernel estimation
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regular variation
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spectral theory
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turbulence
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Wold representation
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0.815922200679779
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0.8110329508781433
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0.7940453290939331
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0.7867227792739868
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