The aliasing‐phenomenon in visual terms

DOI10.1080/0022250X.1992.9990097zbMath0754.60059MaRDI QIDQ4017804

Hermann Singer

Publication date: 16 January 1993

Published in: The Journal of Mathematical Sociology (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsOrnstein-Uhlenbeck processaliasingdiscrete samplingsimulated trajectories

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Identification in stochastic control theory (93E12)

Related Items (5)

SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations ⋮ Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model ⋮ Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm ⋮ Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data ⋮ Continuous panel models with time dependent parameters

Cites Work

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• Random differential equations in science and engineering
• The problem of identification in finite parameter continuous time models
• The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities
• Problems with the estimation of stochastic differential equations using structural equations models
• Evaluation of likelihood functions for Gaussian signals

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