ESTIMATING CONTINUOUS-TIME PROCESSES SUBJECT TO TIME DEFORMATION - AN APPLICATION TO POSTWAR UNITED-STATES GNP

[1] [Anonymous], 1977, STOCH PROCESS THEIR

[2] [Anonymous], 1981, APPL TIME SERIES ANA

[3] GAUSSIAN ESTIMATION OF STRUCTURAL PARAMETERS IN HIGHER-ORDER CONTINUOUS-TIME DYNAMIC-MODELS [J]. ECONOMETRICA, 1983, 51 (01) : 117 - 152

[4] BERGSTROM AR, 1976, STATISTICAL INFERENC

[5] Burns A. F., 1946, MEASURING BUSINESS C

[6] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[7] Friedman M., 1982, MONETARY TRENDS US U

[8] Harvey A., 1985, ECONOMET THEOR, V1, P97

[9] TRENDS AND CYCLES IN MACROECONOMIC TIME-SERIES [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1985, 3 (03) : 216 - 227

[10] Kalman RE., 1961, T ASME D, V83, P95, DOI [DOI 10.1115/1.3658902, 10.1115/1.3658902]

[1] [Anonymous], 1977, STOCH PROCESS THEIR

[2] [Anonymous], 1981, APPL TIME SERIES ANA

[3] GAUSSIAN ESTIMATION OF STRUCTURAL PARAMETERS IN HIGHER-ORDER CONTINUOUS-TIME DYNAMIC-MODELS [J]. ECONOMETRICA, 1983, 51 (01) : 117 - 152

[4] BERGSTROM AR, 1976, STATISTICAL INFERENC

[5] Burns A. F., 1946, MEASURING BUSINESS C

[6] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[7] Friedman M., 1982, MONETARY TRENDS US U

[8] Harvey A., 1985, ECONOMET THEOR, V1, P97

[9] TRENDS AND CYCLES IN MACROECONOMIC TIME-SERIES [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1985, 3 (03) : 216 - 227

[10] Kalman RE., 1961, T ASME D, V83, P95, DOI [DOI 10.1115/1.3658902, 10.1115/1.3658902]