Continuous time ARMA processes: discrete time representation and likelihood evaluation
type: Item
instance of: scholarly article
title: Continuous time ARMA processes: discrete time representation and likelihood evaluation
zbMATH Open document ID: 1401.91506
author: Michael A. Thornton
author: Marcus J. Chambers
publication date: 2018-08-09T00:00:00Z
full work available at URL: 1-s2.0-S0165188917300647-main.pdf
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6915592
zbMATH Keywords: continuous time
zbMATH Keywords: ARMA process
zbMATH Keywords: state space
zbMATH Keywords: discrete time representation
zbMATH Keywords: mixed frequency
MaRDI profile type: Publication
OpenAlex ID: W2567584508
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DOI: 10.1016/J.JEDC.2017.03.012
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6915592