The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities
- 1 March 1983
- journal article
- Published by JSTOR in Econometrica
- Vol. 51 (2) , 377
- https://doi.org/10.2307/1911996
Abstract
This paper reconsiders the aliasing problem of identifying the parameters of a continuous time stochastic process from discrete time data. It analyzes the exten...Keywords
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