LIMIT BEHAVIOUR OF THE TRUNCATED PATHWISE FOURIER-TRANSFORMATION OF LÉVY-DRIVEN CARMA PROCESSES FOR NON-EQUIDISTANT DISCRETE TIME OBSERVATIONS

Autor:	Fechner, Żywilla, Stelzer, Robert
Zdroj:	Statistica Sinica, 2018 Jul 01. 28(3), 1633-1650.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/26492961 Zobrazit plný text záznamu