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High-frequency sampling and kernel estimation for continuous-time moving average processes
Brockwell, Peter J., Ferrazzano, Vincenzo, Klüppelberg, ClaudiaVolume:
34
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12022
Date:
May, 2013
File:
PDF, 2.11 MB
english, 2013