DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM (Q2716479)
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English | DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM |
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DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM (English)
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13 May 2002
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random measures
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exact discrete models
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continuous-time model
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VARMA-model
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stock variables
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flow variables
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vector autoregressive moving average
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