Forecasting discrete stock and flow data generated by a second order continuous time system

DOI10.1016/0898-1221(91)90197-CzbMATH Open0748.60048MaRDI QIDQ1192175FDOQ1192175

Authors: Marcus J. Chambers 

Publication date: 27 September 1992

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationsforecasting discrete stock and flow datamethod of estimation

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Error Correction and Long-Run Equilibrium in Continuous Time
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system

Cited In (4)

• Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system
• A new forecasting method of discrete dynamic system
• Deriving the exact discrete analog of a continuous time system
• Forecasting continuous-time processes with applications to signal extraction

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