A note on a delayed autoregressive process in continuous time

DOI10.1093/BIOMET/70.3.710MaRDI QIDQ3672935zbMATH OpenOpenAlexFDO

Authors Howell Tong

Publication date 1983

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/70.3.710

zbMATH Keywords

bifurcationcontinuous timeautocovariance functionpower spectrumnonidentifiabilitydelayed autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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