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- Title:
On the Limit Behavior of the Periodogram of High-Frequency Sampled Stable CARMA Processes
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Fasen, V., and Fuchs, F.
- Keywords:
- CARMA process; High-frequency data; Lattice; Lévy process; Periodogram; Self-normalized periodogram; Stable distribution
- Journal title:
- Stochastic Processes and their Applications
- Year:
- 2013
- Journal volume:
- 123
- Journal issue:
- 1
- Pages contribution:
- 229-273
- Reviewed:
- ja
- Language:
- en
- Fulltext / DOI:
- doi:10.1016/j.spa.2012.08.003
- Status:
- Verlagsversion / published
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX