Unique estimates of the parameters of a continuous stationary stochastic process

DOI10.1093/biomet/62.2.497zbMath0311.60038OpenAlexW2081968597MaRDI QIDQ4069579

Sudhakar M. Pandit, Shien-Ming Wu

Publication date: 1975

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/62.2.497

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Frequency-domain identification of continuous-time ARMA models from sampled data ⋮ A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL

This page was built for publication: Unique estimates of the parameters of a continuous stationary stochastic process