Discrete time representation of stationary and non-stationary continuous time systems
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- Zadrozny, Peter, 1988. "Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies," Econometric Theory, Cambridge University Press, vol. 4(01), pages 108-124, April.
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- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November.
- J R McCrorie, 1997. "Deriving the Exact Discrete Analog of a Continuous Time System," STICERD - Econometrics Paper Series /1997/343, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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