scientific article; zbMATH DE number 5504703

zbMATH Open1153.62364MaRDI QIDQ3597767FDOQ3597767

Authors: Enrico Capobianco 

Publication date: 9 February 2009

Title of this publication is not available (Why is that?)

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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)

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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