A note on the covariance structure of a continuous-time ARMA process

Statistica Sinica

Volumn 10, Issue 3, 2000, Pages 989-998

  Tsai, Henghsiu ^a   Chan, K S ^b  

^a TUNGHAI UNIVERSITY   (Taiwan)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Irregularly sampled data; Kalman filter; Stochastic differential equations

Indexed keywords

EID: 0034413735     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)

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