Estimation of continuous-time autoregressive model from finely sampled data (Q2734394)
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scientific article; zbMATH DE number 1634005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of continuous-time autoregressive model from finely sampled data |
scientific article; zbMATH DE number 1634005 |
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Estimation of continuous-time autoregressive model from finely sampled data (English)
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13 December 2001
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bias correction
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Levinson-Durbin algorithm
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maximum likelihood
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continuous-time autoregressive model
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autoregressive polynomial
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