High-frequency sampling of a continuous-time ARMA process

Journal of Time Series Analysis

Volumn 33, Issue 1, 2012, Pages 152-160

  Brockwell, Peter J ^a,b   Ferrazzano, Vincenzo ^c   Klüppelberg, Claudia ^c  

^a Veterinary Dentistry and Oral Surgery   (United States)

^b Columbia University ^*  (United States)

^c TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

CARMA process; Discretely sampled process; High frequency data

Indexed keywords

EID: 84855172002     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2011.00748.x     Document Type: Article

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