Pages that link to "Item:Q3224042"

The following pages link to DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042):

Displaying 28 items.

• The estimation of continuous time models with mixed frequency data (Q726594) (← links)
• Discrete-valued ARMA processes (Q840814) (← links)
• Forecasting discrete stock and flow data generated by a second order continuous time system (Q1192175) (← links)
• Discrete and continuous time cointegration (Q1305667) (← links)
• Embedding in law of discrete time ARMA processes in continuous time stationary processes (Q1643804) (← links)
• Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
• A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• Continuous-time ARMA processes (Q2734966) (← links)
• Multivariate AR systems and mixed frequency data: G-identifiability and estimation (Q2826003) (← links)
• Can we have correspondence between discrete-time ARMA process and continuous-time ARMA process? (Q2864745) (← links)
• A single series representation of multiple independent ARMA processes (Q2930892) (← links)
• ON EMBEDDING A DISCRETE-PARAMETER ARMA MODEL IN A CONTINUOUS-PARAMETER ARMA MODEL (Q3033158) (← links)
• Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
• (Q3790401) (← links)
• (Q3793437) (← links)
• (Q4036451) (← links)
• Discretization of continuous systems with internal and external point delays through a quasiparametrical ARMA model (Q4359009) (← links)
• ARMA representation of integrated and realized variances (Q4458360) (← links)
• Representations of continuous-time ARMA processes (Q4822474) (← links)
• Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951) (← links)
• Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
• Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
• Reachability of discrete time ARMA representations (Q5162719) (← links)
• Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)
• Semi-Lévy-driven CARMA process: estimation and prediction (Q6100207) (← links)
• The Grid Bootstrap for Continuous Time Models (Q6620957) (← 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)