Forecasting discrete stock and flow data generated by a second order continuous time system

DOI10.1016/0898-1221(91)90197-CzbMath0748.60048MaRDI QIDQ1192175

Marcus J. Chambers

Publication date: 27 September 1992

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsforecasting discrete stock and flow datamethod of estimation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99)

Cites Work

• Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system
• Error Correction and Long-Run Equilibrium in Continuous Time
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