Some Aspects of Continuous-Discrete Time Series Modelling

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


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.


Continuous Time Model Independent Exponential Random Variable Aliasing Problem Covariance Filter Asymptotic Likelihood 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1984

Authors and Affiliations

  1. 1.Department of StatisticsHarvard UniversityUSA

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