scientific article; zbMATH DE number 3930179

MaRDI QIDQ3703141zbMATH OpenFDO

Authors Der-Shin Chang

Publication date 1985

zbMATH Keywords

consistent estimatorscontinuous-time autoregressive modeldivided difference methodmaximum likelihood estimatorswhite noise

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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Cited in

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• Estimation of continuous-time autoregressive model from finely sampled data

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