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Contribution to Book
Optimal Filtering for a Common Stochastic Cycle Shifted in Continuous Time
Proceedings of the XLIII Scientific Meeting of the Italian Statistics Society (2006)
  • Matteo M. Pelagatti
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

Keywords
  • Stochastic cycle,
  • Continuous time processes,
  • Leading variables
Publication Date
2006
Publisher
Cluep
ISBN
88-7178-791-9
Citation Information
Matteo M. Pelagatti. "Optimal Filtering for a Common Stochastic Cycle Shifted in Continuous Time" Padova, ItalyProceedings of the XLIII Scientific Meeting of the Italian Statistics Society (2006)
Available at: http://works.bepress.com/matteo_pelagatti/9/