Uniqueness Results for Autoregressive Models
John Paul Ward, EPFL STI LIB

Seminar • 02 September 2013 • BM 4.233

Abstract
Based on the assumption of a continuous-time autoregressive model, we consider uniform sampling. Within this framework, it is known that two distinct models can give rise to the same sample data; however, there is evidence to suggest that minimally restricting the continuous-time parameters can produce a collection whose samples are unique among all autoregressive models of a given order. In this talk, we shall discuss the uniqueness property and related results.