Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes (Q5397971)
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scientific article; zbMATH DE number 6261470
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| English | Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes |
scientific article; zbMATH DE number 6261470 |
Statements
Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (English)
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25 February 2014
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CARMA process
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consistency
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high-frequency data
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Lévy process
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parameter estimation
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periodogram
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power transfer function
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smoothed periodogram
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spectral estimation
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0.8233338594436646
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0.8110329508781433
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0.8100991249084473
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0.8093187808990479
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0.8002220392227173
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