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1509.01384
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Limit behaviour of the truncated pathwise Fourier-transformation of Lévy-driven CARMA processes for non-equidistant discrete time observations
4 September 2015
R. Stelzer
.. fechner
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ArXiv (abs)
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Papers citing
"Limit behaviour of the truncated pathwise Fourier-transformation of Lévy-driven CARMA processes for non-equidistant discrete time observations"
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Weak dependence and GMM estimation of supOU and mixed moving average processes
I. Curato
R. Stelzer
29
13
0
16 Jul 2018
1