DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
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Publication:3181960
DOI10.1017/S0266466608090397zbMath1253.62075MaRDI QIDQ3181960
Publication date: 30 September 2009
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability, Cointegration and sampling frequency, DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
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