Pages that link to "Item:Q3224042"
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The following pages link to DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042):
Displaying 11 items.
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION (Q2826003) (← links)
- Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
- Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
- Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
- Semi-Lévy-driven CARMA process: estimation and prediction (Q6100207) (← links)
