Journal article
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
Journal of time series analysis, Vol.8(3), pp.277-281
05/1987
DOI: 10.1111/j.1467-9892.1987.tb00439.x
Abstract
Abstract. We have shown that it is not always possible to embed a real‐valued discrete parameter Gaussian AR(1) model in a real‐valued continuous parameter Gaussian AR(1). The problem with general ARMA models is also discussed. Copyright © 1987, Wiley Blackwell. All rights reserved
Details
- Title: Subtitle
- A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL
- Creators
- K. S Chan - Chinese University of Hong KongH Tong - Chinese University of Hong Kong
- Resource Type
- Journal article
- Publication Details
- Journal of time series analysis, Vol.8(3), pp.277-281
- Publisher
- Blackwell Publishing Ltd
- DOI
- 10.1111/j.1467-9892.1987.tb00439.x
- ISSN
- 0143-9782
- eISSN
- 1467-9892
- Number of pages
- 5
- Language
- English
- Date published
- 05/1987
- Academic Unit
- Statistics and Actuarial Science; Radiology
- Record Identifier
- 9984257732202771
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