Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
Author:
Affiliation:
1. University of York
2. University of Essex
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12030/fullpdf
Reference27 articles.
1. Gaussian estimation of structural parameters in higher order continuous time dynamic models;Bergstrom;Econometrica,1983
2. The estimation of open higher-order continuous time dynamic models with mixed stock and flow data;Bergstrom;Econometric Theory,1986
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