On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes
Year of publication: |
2013
|
---|---|
Authors: | Fasen, Vicky ; Fuchs, Florian |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 1, p. 229-273
|
Publisher: |
Elsevier |
Subject: | CARMA process | High-frequency data | Lattice | Lévy process | Periodogram | Self-normalized periodogram | Stable distribution |
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