YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (Q5285835): Difference between revisions

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Latest revision as of 18:03, 17 May 2024

scientific article; zbMATH DE number 222968
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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)
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    29 June 1993
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    continuously recorded time series
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    unequally spaced time series
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    continuous-time autoregressive processes
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    Yule-Walker type equations
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    least squares estimators
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    maximum likelihood estimators
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    approximations to the continuous-time estimators
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    discrete-time estimators
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    asymptotically biased
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    autocovariance function
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    asymptotically unbiased
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