Pages that link to "Item:Q3033158"
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The following pages link to ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL (Q3033158):
Displaying 9 items.
- Optimal designs for regression models with autoregressive errors (Q297159) (← links)
- Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804) (← links)
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data (Q2152401) (← links)
- Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (Q2189908) (← links)
- The BLUE in continuous-time regression models with correlated errors (Q2313274) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- Discretization of continuous systems with internal and external point delays through a quasiparametrical ARMA model (Q4359009) (← links)
- A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES (Q4854210) (← links)
- Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
