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Some Aspects of Continuous-Discrete Time Series Modelling

  • Victor Solo
Conference paper
Part of the Lecture Notes in Statistics book series (LNS, volume 25)

Abstract

By emphasizing how rational spectrum models of time series can be parameterized by means of covariances a discussion of the aliasing problem (alternative to that of Pandit/Wu and Robinson) is obtained. This “covariance” parameterization is also well suited to likelihood construction and generation of interpolates, derivatives and forecasts.

Keywords

Continuous Time Model Independent Exponential Random Variable Aliasing Problem Covariance Filter Asymptotic Likelihood 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1984

Authors and Affiliations

  • Victor Solo
    • 1
  1. 1.Department of StatisticsHarvard UniversityUSA

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