Discrete time representation of continuous time ARMA processes
Year of publication: |
2012
|
---|---|
Authors: | Chambers, Marcus J. ; Thornton, Michael A. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 1, p. 219-238
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | ARMA-Modell | ARMA model |
-
Barrientos, Jorge Hugo, (2018)
-
Testing for zeros in the spectrum of an univariate stationary process
Lacroix, Renaud, (1999)
-
Testing for zeros in the spectrum of an univariate stationary process ; 1
Lacroix, Renaud, (1999)
- More ...
-
DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
Chambers, Marcus J., (2012)
-
Temporal aggregation in macroeconomics
Thornton, Michael A.,
-
Thornton, Michael A., (2013)
- More ...