Jack O'Brien edited untitled.tex  over 7 years ago

Commit id: 38a53dad3a3cc57d73cacfefcee9b8d4a44312b2

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%**ARMA is discrete, mention why we need a continuous method instead  \subsection{Taking the Continuous Limit}  1. Introduce a little stochastic calculus  --Following Might not be necessary if we use derivation example for AR(2) {  -New definition of the limit  -New definition of the derivative  -Stochastic Continuity }  -Stochastic Integral (Maybe introduce when actually needed)  \subsubsection{Continuous White Noise Process}  -Continuous White Noise  --Start CARMA Derivation  -Introduce AR(1) model (in context of current popular method)  -General Order AR model  -General Order MA model  -Mixed AR MA process (CARMA) (Just do this in the next section)  \subsection{CARMA}  In reality, the underlying phenomena driving AGN variability are not discrete processes. In order to get a proper understanding of the underlying physics and structure of the AGN, we need a continuous analog to the ARMA process.