Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231)

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Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
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    title
    Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (English)
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    author
    Marcus J. Chambers
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    J. Roderick McCrorie
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    publication date
    2 May 2016
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    Mathematics Subject Classification ID
    62M10
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    62M15
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    62F12
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    62P20
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    zbMATH DE Number
    6575955
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    zbMATH Keywords
    temporal aggregation
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    cointegration
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    continuous time
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    frequency domain
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    Gaussian estimation
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