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

DOI10.1016/0898-1221(91)90197-CMaRDI QIDQ1192175zbMATH OpenFDO

Authors Marcus J. Chambers

Publication date 27 September 1992

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

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)

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Cites work

• scientific article; zbMATH DE number 3949563 (Why is no real title available?)
• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• Error Correction and Long-Run Equilibrium in Continuous Time
• 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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