scientific article; zbMATH DE number 5504703

MaRDI QIDQ3597767zbMATH OpenFDO

Authors Enrico Capobianco

Publication date 9 February 2009

zbMATH Keywords

signal processingsemimartingalesperiodogram analysisvolatility recovery

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalizations of martingales (60G48)

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Cited in

(2)

• Optimal stochastic discrete time-frequency analysis in the ambiguity and time-lag domain
• On the equivalence of time and frequency domain maximum likelihood estimation

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