Times-series data which are observed at irregular time intervals often arise in economics and the bio-sciences. Existing methods for modelling these data have focused on the discretisation of continuous processes. A method is proposed for fitting cyclical components to irregular time-series data...

This paper examines whether or not a discrete-time econometric test for nonlinearity in mean may be used in cases where the data are believed to be generated in continuous time. It is demonstrated that appropriate bootstrapping techniques are required to yield a test statistic with sensible...