arburg function - continuous time

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Alex
Alex am 5 Dez. 2012
Hi!
I'm using arburg function to obtain AR coefficients of a time series, so I get the AR system parameters in discrete time according to the equation presented here
http://www.weizmann.ac.il/matlab/toolbox/signal/arburg.html
I'm wondering how to obtain the variance estimated with arburg -> e, in continuous time for a third AR process or higher.
I would appreciate any suggestion. Thanks!

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