Distribution and interpolation using transformed data

DOI10.1080/02664760021682MaRDI QIDQ4943219zbMATH OpenOpenAlexFDO

Authors David Aadland

Publication date 10 August 2000

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760021682

zbMATH Keywords

experimental designinterpolationKalman filtertime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05)

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(2)

• Estimation of vector error correction models with mixed-frequency data
• Retrieval from mixed sampling frequency: generic identifiability in the unit root VAR

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