DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042): Difference between revisions

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+Discrete time representation of stationary and non-stationary continuous time systems
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+An equilibrium characterization of the term structure
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+Continuous time autoregressive models with common stochastic trends
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+Lévy-driven CARMA processes
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+DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
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+The Interaction Between Time-Nonseparable Preferences and Time Aggregation
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+Representations of continuous-time ARMA processes
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+Q3719692
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+Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
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+Individual Income, Incomplete Information, and Aggregate Consumption
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+Error Correction and Long-Run Equilibrium in Continuous Time
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+Modeling of Continuous Stochastic Processes from Discrete Observations with Application to Sunspots Data
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+Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
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+Note on the Correlation of First Differences of Averages in a Random Chain
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