High-frequency sampling and kernel estimation for continuous-time moving average processes
| Year of publication: |
2013
|
|---|---|
| Authors: | Brockwell, Peter J. ; Ferrazzano, Vincenzo ; Klüppelberg, Claudia |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 34.2013, 3, p. 385-404
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011036605