总结了在过去30年中连续时间模型的主要估计方法,并指出了现在和未来该领域研究所面临的主要课题.
A review was made of the significant development in the continuous - time field in the past 30 years, highlighting the innovations in econometric theory and in the estimation techniques for models in continuous time. On thebasis of the review, some possible new areas of future research were specified.