Pages that link to "Item:Q1104688"
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The following pages link to Continuous time autoregressive models with common stochastic trends (Q1104688):
Displaying 15 items.
- Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (Q583827) (← links)
- Discrete time representation of stationary and non-stationary continuous time systems (Q1275550) (← links)
- Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
- CYCLICAL TRENDS IN CONTINUOUS TIME MODELS (Q3181967) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
- STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
- THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS (Q3653390) (← links)
- Mixed First‐ and Second‐Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data (Q5111844) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Autoregressive model with double Pareto distributed noise (Q6200055) (← links)
