Discrete time representation of continuous time ARMA processes
Marcus J. Chambers; Michael A. Thornton
| Year of publication: |
2012
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|---|---|
| Authors: | Chambers, Marcus J. ; Thornton, Michael A. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 1, p. 219-238
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| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009520954