Modeling of Continuous Stochastic Processes from Discrete Observations with Application to Sunspots Data

DOI10.2307/2285651MaRDI QIDQ4778195zbMATH OpenOpenAlexFDO

Authors

Publication date 1974

Full work available at URL https://doi.org/10.2307/2285651

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(13)

• Some computational aspects of Gaussian CARMA modelling
• The application of the Kalman filter to nonstationary time series through time deformation
• Euler(p, q) Processes and Their Application to Non Stationary Time Series with Time Varying Frequencies
• Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
• Time Deformation, Continuous Euler Processes and Forecasting
• Parameter estimation for continuous-time models - a survey
• Time-frequency analysis -- \(G(\lambda)\)-stationary processes
• Identification of continuous-time AR processes from unevenly sampled data
• An efficient order recursive algorithm with a lattice structure for estimating continuous-time AR process parameters
• Identification of processes in closed loop-identifiability and accuracy aspects
• Continuous time modeling of panel data: SEM versus filter techniques
• DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
• CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS

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