Estimation of continuous-time AR process parameters from discrete-time data (Q2723617)
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scientific article; zbMATH DE number 1614961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of continuous-time AR process parameters from discrete-time data |
scientific article; zbMATH DE number 1614961 |
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Estimation of continuous-time AR process parameters from discrete-time data (English)
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8 July 2001
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continuous-time time series
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identification
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CAR models
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discrete-time differences
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linear regression
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