On the Limit Behavior of the Periodogram of High-Frequency Sampled Stable CARMA Processes

Titel:: On the Limit Behavior of the Periodogram of High-Frequency Sampled Stable CARMA Processes
Dokumenttyp:: Zeitschriftenaufsatz
Autor(en):: Fasen, V., and Fuchs, F.
Stichworte:: CARMA process; High-frequency data; Lattice; Lévy process; Periodogram; Self-normalized periodogram; Stable distribution
Zeitschriftentitel:: Stochastic Processes and their Applications
Jahr:: 2013
Band / Volume:: 123
Heft / Issue:: 1
Seitenangaben Beitrag:: 229-273
Reviewed:: ja
Sprache:: en
Volltext / DOI:: doi:10.1016/j.spa.2012.08.003
Status:: Verlagsversion / published
TUM Einrichtung:: Lehrstuhl für Mathematische Statistik
Format:: Text
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