Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581): Difference between revisions

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Latest revision as of 07:48, 16 July 2024

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Continuous time ARMA processes: discrete time representation and likelihood evaluation
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    Continuous time ARMA processes: discrete time representation and likelihood evaluation (English)
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    9 August 2018
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    continuous time
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    ARMA process
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    state space
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    discrete time representation
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    mixed frequency
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