The problem of identification in finite parameter continuous time models

DOI10.1016/0304-4076(73)90021-3zbMath0282.93053OpenAlexW2149858487MaRDI QIDQ1844181

Peter C. B. Phillips

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1016/0304-4076(73)90021-3

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Related Items (33)

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Cites Work

• Continuous time regressions with discrete data
• THE ESTIMATION OF PARAMETERS IN SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• The Estimation of Linear Differential Equations with Constant Coefficients
• Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations
• The Consistency of Nonlinear Regressions
• Discrete Approximations to Continuous Time Distributed Lags in Econometrics
• The Role of Approximate Prior Restrictions in Distributed Lag Estimation
• Distributed Lag Estimation When the Parameter Space is Explicitly Infinite- Dimensional
• Econometric Estimation of Stochastic Differential Equation Systems
• The Structural Estimation of a Stochastic Differential Equation System
• Alias-Free Sampling of Random Noise
• On the Nature of the Spectrum of Singular Second Order Linear Differential Equations
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