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

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+MaRDI publication profile
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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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@@ Property / cites work @@
+Lévy-driven CARMA processes
@@ Property / cites work: Lévy-driven CARMA processes / rank @@
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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
@@ Property / cites work: Representations of continuous-time ARMA processes / rank @@
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@@ Property / cites work @@
+Q3719692
@@ Property / cites work: Q3719692 / rank @@
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@@ Property / cites work @@
+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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+https://doi.org/10.1017/s0266466611000181
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+W2161058936
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+Normal rank