The Problem of Aliasing in Identifying Finite Parameter Continuous Time Stochastic Models

Acta Applicandae Mathematicae

Volumn 79, Issue 1-2, 2003, Pages 9-16

  McCrorie, J Roderick ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Aliasing; Continuous time stochastic process; Identification problem; Likelihood function; Time series analysis; Vector autoregressive model

Indexed keywords

INVERSE PROBLEMS; MAXIMUM LIKELIHOOD ESTIMATION; PROBLEM SOLVING; TIME SERIES ANALYSIS;

ALIASING;

RANDOM PROCESSES;

EID: 0142188253     PISSN: 01678019     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025858121378     Document Type: Conference Paper

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