Modeling of Continuous Stochastic Processes from Discrete Observations with Application to Sunspots Data
- 1 June 1974
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 69 (346) , 325
- https://doi.org/10.2307/2285651
Abstract
Discretization of a continuous autoregressive moving average process at an equispaced sampling interval results in a discrete autoregressive moving average process. The relationship between the continuous and the discrete parameters yields a simple method of maximum likelihood estimation of the continuous parameters from a discretely sampled data. A technique is described for modeling of continuous processes from discrete observations and is illustrated with analysis of the yearly Wolfer's sunspot numbers data.Keywords
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