Reputation
Next privilege 125 Rep.
Vote down
Badges
5
Newest
 Supporter
Impact
~70 people reached

Apr
1
comment How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process?
I remembered your answer and posted it a bit differently answering another question here. Don't you need the approximation $dX_t \approx X_{k+1}-X_k$ on the left hand side and then you put the $X_k$ on the rhs and get another paramter as the AR coefficient?
Oct
3
awarded  Supporter
Oct
3
comment How the Ornstein–Uhlenbeck process can be considered as the continuous-time analogue of the discrete-time AR(1) process?
Very clear ... good answer.
Oct
14
awarded  Tumbleweed
Oct
8
awarded  Editor
Feb
7
awarded  Autobiographer
Oct
6
awarded  Teacher
Oct
1
answered elementary negation