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
(29)- Cointegrated continuous-time linear state-space and MCARMA models
- Factorization and discrete-time representation of multi-variate CARMA processes
- ARMA representation of integrated and realized variances
- Discrete-valued ARMA processes
- scientific article; zbMATH DE number 4054724 (Why is no real title available?)
- scientific article; zbMATH DE number 3885165 (Why is no real title available?)
- Multivariate AR systems and mixed frequency data: G-identifiability and estimation
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies
- Forecasting discrete stock and flow data generated by a second order continuous time system
- A spectral EM algorithm for dynamic factor models
- Continuous time ARMA processes: discrete time representation and likelihood evaluation
- Reachability of discrete time ARMA representations
- A single series representation of multiple independent ARMA processes
- The estimation of continuous time models with mixed frequency data
- Embedding in law of discrete time ARMA processes in continuous time stationary processes
- scientific article; zbMATH DE number 4058538 (Why is no real title available?)
- The Grid Bootstrap for Continuous Time Models
- Discretization of continuous systems with internal and external point delays through a quasiparametrical ARMA model
- Representations of continuous-time ARMA processes
- Can we have correspondence between discrete-time ARMA process and continuous-time ARMA process?
- Exact discrete representations of linear continuous time models with mixed frequency data
- Semi-Lévy-driven CARMA process: estimation and prediction
- Testing for a unit root in a near-integrated model with skip-sampled data
- A note on the embeddability conditions in the case of integrated CARMA (2, 1) stochastic process with single and double zero roots
- scientific article; zbMATH DE number 168803 (Why is no real title available?)
- Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
- Continuous-time ARMA processes
- ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL
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