A note on a delayed autoregressive process in continuous time

DOI10.1093/BIOMET/70.3.710zbMATH Open0522.62071OpenAlexW2153999688MaRDI QIDQ3672935FDOQ3672935

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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