Pages that link to "Item:Q1415502"
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The following pages link to The problem of aliasing in identifying finite parameter continuous time stochastic models (Q1415502):
Displaying 12 items.
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- A note on the embeddability conditions in the case of integrated CARMA (2, 1) stochastic process with single and double zero roots (Q6641054) (← links)
- Estimation of continuous-time linear DSGE models from discrete-time measurements (Q6664659) (← links)
