Pages that link to "Item:Q1186773"
From MaRDI portal
The following pages link to Model fitting for continuous-time stationary processes from discrete-time data (Q1186773):
Displaying 11 items.
- Comments on `Fitting continuous-time and discrete-time models using discrete-time data and their application' (Q580285) (← links)
- A note on optimum spacing of observations from a continuous time simple Markov process (Q1078960) (← links)
- Model fitting for real-data time series (Q1115404) (← links)
- Spectral estimation of continuous-time stationary processes from random sampling (Q1336985) (← links)
- Estimation of second-order properties from jittered time series (Q1817406) (← links)
- Fitting timeseries by continuous-time Markov chains: a quadratic programming approach (Q2508906) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- (Q3643767) (← links)
- Performance of discrete-time predictors of continuous-time stationary processes (Q3810752) (← links)
- Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes (Q6101687) (← links)
- Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)