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- W3121583852 abstract "Continuous-time autoregressive moving average (CARMA) processes have recently been used widely in the modelling of non-uniformly spaced data and as a tool for dealing with high-frequency data of the form ,n = 0, 1, 2,…, where Δ is small and positive. Such data occur in many fields of application, particularly in finance and in the study of turbulence. This article is concerned with the characteristics of the process , when Δ is small and the underlying continuous-time process is a specified CARMA process." @default.
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- W3121583852 date "2011-06-16" @default.
- W3121583852 modified "2023-09-30" @default.
- W3121583852 title "High-frequency sampling of a continuous-time ARMA process" @default.
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- W3121583852 doi "https://doi.org/10.1111/j.1467-9892.2011.00748.x" @default.
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