Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes
type: Item
instance of: scholarly article
title: Asymptotic moving average representation of high-frequency sampled multivariate CARMA processes
zbMATH Open document ID: 1387.62103
author: Peter Kevei
published in: Annals of the Institute of Statistical Mathematics
publication date: 2018-04-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 6861768
zbMATH Keywords: multivariate continuous time autoregressive moving average (CARMA) process
zbMATH Keywords: spectral density
zbMATH Keywords: high-frequency sampling
zbMATH Keywords: discretely sampled process
Wikidata QID: Q64023142
MaRDI profile type: Publication
full work available at URL: s10463-017-0601-5
OpenAlex ID: W2588866920
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DOI: 10.1007/S10463-017-0601-5
description: scientific article; zbMATH DE number 6861768