scholarly journals High-frequency sampling and kernel estimation for continuous-time moving average processes

2013 ◽  
Vol 34 (3) ◽  
pp. 385-404 ◽  
Author(s):  
Peter J. Brockwell ◽  
Vincenzo Ferrazzano ◽  
Claudia Klüppelberg
2011 ◽  
Vol 33 (1) ◽  
pp. 152-160 ◽  
Author(s):  
Peter J. Brockwell ◽  
Vincenzo Ferrazzano ◽  
Claudia Klüppelberg

2014 ◽  
Vol 34 (7) ◽  
pp. 0733001
Author(s):  
郑贤良 Zheng Xianliang ◽  
刘瑞雪 Liu Ruixue ◽  
夏明亮 Xia Mingliang ◽  
李大禹 Li Dayu ◽  
宣丽 Xuan Li

2020 ◽  
Vol 146 (1) ◽  
pp. 06019012 ◽  
Author(s):  
Wenlong Liu ◽  
Bryan Maxwell ◽  
François Birgand ◽  
Mohamed Youssef ◽  
George Chescheir ◽  
...  

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