DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
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- Representations of continuous-time ARMA processes
- The Interaction Between Time-Nonseparable Preferences and Time Aggregation
Cited in
(30)- Forecasting discrete stock and flow data generated by a second order continuous time system
- Discrete and continuous time cointegration
- Embedding in law of discrete time ARMA processes in continuous time stationary processes
- Continuous time ARMA processes: discrete time representation and likelihood evaluation
- A spectral EM algorithm for dynamic factor models
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- Continuous-time ARMA processes
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- Can we have correspondence between discrete-time ARMA process and continuous-time ARMA process?
- A single series representation of multiple independent ARMA processes
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- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
- Testing for a unit root in a near-integrated model with skip-sampled data
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- scientific article; zbMATH DE number 168803 (Why is no real title available?)
- Discretization of continuous systems with internal and external point delays through a quasiparametrical ARMA model
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- Representations of continuous-time ARMA processes
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- Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
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- Discrete-valued ARMA processes
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