The exact discrete model of a third-order system of linear stochastic differential equations with observable stochastic trends (Q3653390)
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scientific article; zbMATH DE number 5651461
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| English | The exact discrete model of a third-order system of linear stochastic differential equations with observable stochastic trends |
scientific article; zbMATH DE number 5651461 |
Statements
THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS (English)
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22 December 2009
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continuous time models
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exact discretization
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stochastic trends
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factor demand model
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0.7823765277862549
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0.7562286257743835
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0.7561222314834595
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0.7363872528076172
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