A new state-space methodology to disaggregate multivariate time series (Q3077643): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2008.00602.x
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+Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
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+Fast likelihood evaluation and prediction for nonstationary state space models
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+SMOOTHING WITH AN UNKNOWN INITIAL CONDITION
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+A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
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+TEMPORAL AGGREGATION IN THE ARIMA PROCESS
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+The computation of Kronecker's canonical form of a singular pencil
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+Publication:3077643