High‐frequency sampling of a continuous‐time ARMA process
| Year of publication: |
2012
|
|---|---|
| Authors: | Brockwell, Peter J. ; Ferrazzano, Vincenzo ; Klüppelberg, Claudia |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 33.2012, 1, p. 152-160
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011036586