A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL

Journal of Time Series Analysis

Volumn 8, Issue 3, 1987, Pages 277-281

  Chan, K S ^a   Tong, H ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

aliasing; ARMA models; embedding; rational spectra

Indexed keywords

EID: 84986828768     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1987.tb00439.x     Document Type: Article

References (10)

1. Efficient fitting of linear models for continuous stationary time series from discrete data
2. Fitting a continuous time autoregression to discrete data
3. Unique estimates of the parameters of a continuous stationary stochastic process
4. The spectrum of a continuous process derived from a discrete process
5. Continuous model fitting from discrete data.
6. Discrete samples and moving sums in stationary stochastic processes