Optimal Filtering for a Common Stochastic Cycle Shifted in Continuous Time
Abstract
In this short communication, we develop a model for estimating the continuous time delay between two time series with common stochastic cycle of the type used in structural time series models
Suggested Citation
Matteo M. Pelagatti. "Optimal Filtering for a Common Stochastic Cycle Shifted in Continuous Time" Proceedings of the XLIII Scientific Meeting of the Italian Statistics Society. Padova, Italy: Cluep, 2006. 215-218.
The full text of this version of the article is not currently available here.
Bookmark