Pages that link to "Item:Q3664957"

The following pages link to The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities (Q3664957):

Displaying 34 items.

• Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
• Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
• Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
• Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
• Estimation of fractional integration under temporal aggregation (Q737901) (← links)
• The estimation of systems of joint differential-difference equations (Q1298421) (← links)
• Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
• Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
• Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
• The Jacobian of the exponential function (Q2246606) (← links)
• Continuous time state space modeling of panel data by means of sem (Q2250627) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• Closed-form likelihood expansions for multivariate diffusions (Q2426628) (← links)
• Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
• A class of stationary random fields with a simple correlation structure (Q2485994) (← links)
• Multivariate AR systems and mixed frequency data: G-identifiability and estimation (Q2826003) (← links)
• Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
• SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations (Q2893438) (← 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)
• ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS (Q3409063) (← links)
• Problems with the estimation of stochastic differential equations using structural equations models (Q3988271) (← links)
• The aliasing‐phenomenon in visual terms (Q4017804) (← links)
• CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS (Q4272772) (← 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)
• A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)
• An efficient method to simulate diffusion bridges (Q6581664) (← 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)