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 |
|---|---|---|---|
| English | High-frequency sampling and kernel estimation for continuous-time moving average processes |
scientific article; zbMATH DE number 6214367 |
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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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