Estimating Continuous-Time Processes Subject to Time Deformation: An Application to Postwar U.S. GNP
- 1 March 1988
- journal article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 83 (401) , 77
- https://doi.org/10.2307/2288921
Abstract
A class of time series models is presented in which variables evolve on a data-based rather than calendar time scale. The discrete calendar-time model thus obta...This publication has 0 references indexed in Scilit: