Estimation of continuous-time AR process parameters from discrete-time data (Q2723617): Difference between revisions

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Latest revision as of 18:53, 19 March 2024

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Estimation of continuous-time AR process parameters from discrete-time data
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    Estimation of continuous-time AR process parameters from discrete-time data (English)
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    8 July 2001
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    continuous-time time series
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    identification
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    CAR models
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    discrete-time differences
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    linear regression
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