A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
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Publication:4727247
DOI10.1111/j.1467-9892.1987.tb00439.xzbMath0617.62099OpenAlexW2121881605MaRDI QIDQ4727247
Publication date: 1987
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00439.x
spectral densityaliasingembedding a discrete parameter ARMA model in a continuous parameter ARMA model
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Optimal designs for regression models with autoregressive errors ⋮ Embedding in law of discrete time ARMA processes in continuous time stationary processes ⋮ Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data ⋮ Frequency-domain identification of continuous-time ARMA models from sampled data ⋮ On parameter estimation of threshold autoregressive models ⋮ Bootstrapping continuous-time autoregressive processes ⋮ Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes ⋮ Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability ⋮ A class of stationary random fields with a simple correlation structure ⋮ Some computational aspects of Gaussian CARMA modelling
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