A note on a delayed autoregressive process in continuous time
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Publication:3672935
DOI10.1093/BIOMET/70.3.710zbMath0522.62071OpenAlexW2153999688MaRDI QIDQ3672935
Publication date: 1983
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/70.3.710
bifurcationpower spectrumautocovariance functioncontinuous timenonidentifiabilitydelayed autoregressive process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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