YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (Q5285835): Difference between revisions
From MaRDI portal
Latest revision as of 18:03, 17 May 2024
scientific article; zbMATH DE number 222968
Language | Label | Description | Also known as |
---|---|---|---|
English | YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 222968 |
Statements
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (English)
0 references
29 June 1993
0 references
continuously recorded time series
0 references
unequally spaced time series
0 references
continuous-time autoregressive processes
0 references
Yule-Walker type equations
0 references
least squares estimators
0 references
maximum likelihood estimators
0 references
approximations to the continuous-time estimators
0 references
discrete-time estimators
0 references
asymptotically biased
0 references
autocovariance function
0 references
asymptotically unbiased
0 references