The Correspondence Between Stochastic Linear Difference and Differential Equations

DOI10.1007/978-3-030-56219-9_3OpenAlexW3109578414MaRDI QIDQ5048327

D. Stephen G. Pollock

Publication date: 16 November 2022

Published in: Contributions to Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-56219-9_3

zbMATH Keywords

stochastic differential equationsoversamplingfrequency-limited stochastic processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Computing stochastic continuous-time models from ARMA models
• A Simplex Method for Function Minimization
• On zero locations for sampled stochastic systems
• Unnamed Item
• Unnamed Item

This page was built for publication: The Correspondence Between Stochastic Linear Difference and Differential Equations