The construction and estimation of continuous time models and discrete approximations in econometrics

DOI10.1016/0304-4076(77)90014-8zbMath0373.62068OpenAlexW2064926012MaRDI QIDQ1244777

Peter M. Robinson

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90014-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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