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

@@ Property / cites work @@
+Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
+Normal rank
@@ Property / cites work @@
+Q4040130
@@ Property / cites work: Q4040130 / rank @@
+Normal rank
@@ Property / cites work @@
+The diffuse Kalman filter
@@ Property / cites work: The diffuse Kalman filter / rank @@
+Normal rank
@@ Property / cites work @@
+Fast likelihood evaluation and prediction for nonstationary state space models
+Normal rank
@@ Property / cites work @@
+SMOOTHING WITH AN UNKNOWN INITIAL CONDITION
@@ Property / cites work: SMOOTHING WITH AN UNKNOWN INITIAL CONDITION / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039983
@@ Property / cites work: Q4039983 / rank @@
+Normal rank
@@ Property / cites work @@
+A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
+Normal rank
@@ Property / cites work @@
+Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
+Normal rank
@@ Property / cites work @@
+Temporal disaggregation using multivariate structural time series models
+Normal rank
@@ Property / cites work @@
+TEMPORAL AGGREGATION IN THE ARIMA PROCESS
@@ Property / cites work: TEMPORAL AGGREGATION IN THE ARIMA PROCESS / rank @@
+Normal rank
@@ Property / cites work @@
+The computation of Kronecker's canonical form of a singular pencil
+Normal rank