Forecasting continuous-time processes with applications to signal extraction
DOI10.1007/S10463-012-0373-XzbMATH Open1396.60042OpenAlexW2119245578MaRDI QIDQ2393151FDOQ2393151
Authors: Tucker S. McElroy 
Publication date: 7 August 2013
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-012-0373-x
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Cited In (10)
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- MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
- Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system
- Signal extraction for finite nonstationary time series
- Single-step and multiple-step forecasting in one-dimensional single chirp signal using MCMC-based Bayesian analysis
- Forecasting discrete stock and flow data generated by a second order continuous time system
- Recent results in the theory and applications of CARMA processes
- CARMA processes as solutions of integral equations
- Extrapolation of real-time processes by their structural properties
- Signal extraction for nonstationary time series with diverse sampling rules
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