On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes
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Date
2013-01Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Stochastic Processes and their ApplicationsVolume
Pages / Article No.
Publisher
ElsevierSubject
CARMA process; High-frequency data; Lattice; Lévy process; Periodogram; Self-normalized periodogram; Stable distributionOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 19 March 2012, Accepted 10 August 2012, Available online 11 September 2012.More
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ETH Bibliography
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