ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS

DOI10.1017/S0266466608090373zbMath1277.62224MaRDI QIDQ3181958

Peter M. Robinson

Publication date: 30 September 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)

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