YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (Q5285835)
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scientific article; zbMATH DE number 222968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 222968 |
Statements
YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (English)
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29 June 1993
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continuously recorded time series
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unequally spaced time series
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continuous-time autoregressive processes
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Yule-Walker type equations
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least squares estimators
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maximum likelihood estimators
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approximations to the continuous-time estimators
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discrete-time estimators
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asymptotically biased
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autocovariance function
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asymptotically unbiased
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