Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (Q4973951)
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scientific article; zbMATH DE number 7140934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data |
scientific article; zbMATH DE number 7140934 |
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Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data (English)
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6 December 2019
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time aggregation
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CARMA process
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mixed frequency
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state space
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exact discrete representation
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