The estimation of systems of joint differential-difference equations

DOI10.1016/S0304-4076(97)00091-2zbMath0962.62077MaRDI QIDQ1298421

Marcus J. Chambers

Publication date: 19 June 2001

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

zbMATH Keywords

frequency domainmaximum likelihooddifferential-difference equationsspectral density matrix

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Frequency domain estimation of temporally aggregated Gaussian cointegrated systems ⋮ The estimation of continuous time models with mixed frequency data

Cites Work

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