discrete process into continous process

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ans
ans 2015-10-14
hello everyone,
I want to convert a discrete process into continous process. I've got the realizations and the transition matrix (both generated using the tauchen's method,therefore, I already know the value of the standar desviation and the correlation coeficient named "delta"):
for example:
My process:
y(t) = (delta)y(t-1) + e(t) (1)
How can i obtain the value of delta in matlab? (if I only know the functional form of (1) and the transition matrix & realizations).
Greetings!

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