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- Title:
High-frequency sampling and kernel estimation for continuous-time moving average processes
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Brockwell, P.J., Ferrazzano, V., and Klüppelberg, C.
- 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:
- 3
- Pages contribution:
- 385-404
- Reviewed:
- ja
- Language:
- en
- Fulltext / DOI:
- doi:10.1111/jtsa.12022
- Notes:
- To appear
- Status:
- Erstveröffentlichung
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX