scientific article; zbMATH DE number 3885165

MaRDI QIDQ3218972zbMATH OpenFDO

Authors V. Solo

Publication date 1984

zbMATH Keywords

aliasing problemARMA modelderivativesfitting continuous-time rational models to discrete time dataforecastsinterpolateslikelihood constructionrational spectral densitiestime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

Recommendations

• DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
• scientific article; zbMATH DE number 3978203
• Computing stochastic continuous-time models from ARMA models
• Frequency-domain identification of continuous-time ARMA models from sampled data
• Model fitting for continuous-time stationary processes from discrete-time data

Cited in

(15)

• The problem of aliasing in identifying finite parameter continuous time stochastic models
• Continuous vs. discrete time: some computational insights
• ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS
• scientific article; zbMATH DE number 4143301 (Why is no real title available?)
• scientific article; zbMATH DE number 5627549 (Why is no real title available?)
• scientific article; zbMATH DE number 3978203 (Why is no real title available?)
• Continuous Time Series Models for Unequally Spaced Data Applied to Modeling Atomic Clocks
• Discrete-time complementary models and smoothing
• The aliasing‐phenomenon in visual terms
• Continuous Time Modeling in the Behavioral and Related Sciences
• An Introduction to Discrete‐Valued Time Series
• Integrating Time-Series Data in Large-Scale Discrete Cell-Based Models
• Assessing Persistence In Discrete Nonstationary Time‐Series Models
• Comments on `Fitting continuous-time and discrete-time models using discrete-time data and their application'
• Band-Limited Stochastic Processes in Discrete and Continuous Time

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3218972)