Abstract
By emphasizing how rational spectrum models of time series can be parameterized by means of covariances a discussion of the aliasing problem (alternative to that of Pandit/Wu and Robinson) is obtained. This “covariance” parameterization is also well suited to likelihood construction and generation of interpolates, derivatives and forecasts.
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© 1984 Springer-Verlag Berlin Heidelberg
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Solo, V. (1984). Some Aspects of Continuous-Discrete Time Series Modelling. In: Parzen, E. (eds) Time Series Analysis of Irregularly Observed Data. Lecture Notes in Statistics, vol 25. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9403-7_15
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DOI: https://doi.org/10.1007/978-1-4684-9403-7_15
Publisher Name: Springer, New York, NY
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