Pages that link to "Item:Q2716479"
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The following pages link to Deriving the exact discrete analog of a continuous time system (Q2716479):
Displaying 16 items.
- Granger causality and the sampling of economic processes (Q291700) (← links)
- The exact discrete time representation of a system of fourth-order differential equations (Q597220) (← links)
- Computing estimates of continuous time macroeconometric models on the basis of discrete data (Q957212) (← links)
- Discrete time representation of stationary and non-stationary continuous time systems (Q1275550) (← links)
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
- Dynamics of the almost periodic discrete Mackey-Glass model (Q2337301) (← links)
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
- REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
- Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← 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)
- Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
- Interpolating exogenous variables in continuous time dynamic models (Q5941344) (← 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)
