IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA
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Publication:5349014
DOI10.1017/S0266466615000353zbMath1442.62731OpenAlexW3124914643MaRDI QIDQ5349014
Publication date: 22 August 2017
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466615000353
Related Items (6)
Whittle estimation for continuous-time stationary state space models with finite second moments ⋮ Cointegrated continuous-time linear state-space and MCARMA models ⋮ Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies ⋮ Estimation of dynamic discrete models from time aggregated data ⋮ Estimation of continuous and discrete time co-integrated systems with stock and flow variables ⋮ Optimal adaptive sampling for a symmetric two-state continuous time Markov chain
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