scientific article; zbMATH DE number 3558789

MaRDI QIDQ4130827zbMATH OpenFDO

Authors Peter C. B. Phillips

Publication date 1976

Mathematics Subject Classification ID

Stochastic analysis (60H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited in

(6)

• An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
• A nonnested approach to testing continuous time models against discrete alternatives
• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
• Optimal adaptive sampling for a symmetric two-state continuous time Markov chain
• Interpolating exogenous variables in continuous time dynamic models
• The exact discrete time representation of a system of fourth-order differential equations

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