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Document type:
Zeitschriftenaufsatz 
Author(s):
Brockwell, P.J., Ferrazzano, V., and Klüppelberg, C. 
Title:
High-frequency sampling and kernel estimation for continuous-time moving average processes 
Keywords:
CARMA process, continuous-time moving average process, high frequency data, Wold representation, kernel estimation, turbulence, regular variation, spectral theory, FICARMA process, gamma kernel. 
Journal title:
Journal of Time Series Analysis 
Year:
2013 
Journal volume:
34 
Journal issue:
Pages contribution:
385-404 
Reviewed:
ja 
Language:
en 
Fulltext / DOI:
Notes:
To appear 
Status:
Erstveröffentlichung 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text