Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous time ARMA processes: discrete time representation and likelihood evaluation |
scientific article |
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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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