High-frequency sampling of a continuous-time ARMA process (Q2930909)
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scientific article
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| English | High-frequency sampling of a continuous-time ARMA process |
scientific article |
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High-frequency sampling of a continuous-time ARMA process (English)
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20 November 2014
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CARMA process
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high-frequency data
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discretely sampled process
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0.89083934
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0.88603497
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0.8833999
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0.88044333
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0.8779314
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0.8616579
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