Band-Limited Stochastic Processes in Discrete and Continuous Time
Download full text from publisher
Other versions of this item:
- Pollock D.S.G., 2012. "Band-Limited Stochastic Processes in Discrete and Continuous Time," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-29, January.
References listed on IDEAS
- Adrian Pagan, 1997. "Towards an Understanding of Some Business Cycle Characteristics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 30(1), pages 1-15.
More about this item
KeywordsStochastic Differential Equations; Band-Limited Stochastic Processes; Aliasing and Interference;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-30 (All new papers)
- NEP-ECM-2011-01-30 (Econometrics)
- NEP-ETS-2011-01-30 (Econometric Time Series)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:lec:leecon:11/11. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mrs. Alexandra Mazzuoccolo). General contact details of provider: http://edirc.repec.org/data/deleiuk.html .