Linear Stochastic Models in Discrete and Continuous Time
The econometric data to which autoregressive moving-average models are commonly applied are liable to contain elements from a limited range of frequencies. If the data do not cover the full Nyquist frequency range of <inline-formula><math display="inline"><semantics><m...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-09-01
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| Series: | Econometrics |
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| Online Access: | https://www.mdpi.com/2225-1146/8/3/35 |