On covariance estimation of non-synchronously observed diffusion processes

Takaki Hayashi, N. Y. (2005). On covariance estimation of non-synchronously observed diffusion processes.

Type

Unclassified

Intellectual base

Unclassified

Year

2005

DOI

10.3150/bj/1116340299

Link

https://doi.org/10.3150/bj/1116340299

Cited by

1 citation across 1 artifact.

Domain-specific

• Unevenly spaced time series
  • … observable transfers from Astronomical brightness measurements taken only on observable nights form an irregular series even when their row numbers are consecutive. to Analysis models the observation process, aliasing, gaps and interpolation assumptions and does not silently resample before validating its effect..

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Registry ID ref:49e7ee63b560 · see in the full table