Methods for irregularly sampled continuous time processes
This thesis will consider methods associated with irregularly spaced sampling of a real-valued continuous time stationary process. The problem of Monte Carlo simulation as well as parametric estimation under irregularly spaced sampling times will be discussed. For the simulation problem, the focus w...
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University College London (University of London)
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.626573 |