Modeling of Continuous Stochastic Processes from Discrete Observations with Application to Sunspots Data
由离散观测建模连续随机过程:太阳黑子数据应用
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…