The problem of aliasing in identifying finite parameter continuous time stochastic models (Q1415502)
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scientific article; zbMATH DE number 2012896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The problem of aliasing in identifying finite parameter continuous time stochastic models |
scientific article; zbMATH DE number 2012896 |
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The problem of aliasing in identifying finite parameter continuous time stochastic models (English)
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4 December 2003
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continuous time stochastic process
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vector autoregressive model
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aliasing
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identification problem
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likelihood function
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time series analysis
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