On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes
- Journal Article
Journal / seriesStochastic Processes and their Applications
Pages / Article No.
SubjectCARMA process; High-frequency data; Lattice; Lévy process; Periodogram; Self-normalized periodogram; Stable distribution
Organisational unit03288 - Embrechts, Paul (emeritus)
NotesReceived 19 March 2012, Accepted 10 August 2012, Available online 11 September 2012.
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