IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS (Q4203661)
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scientific article; zbMATH DE number 4123104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS |
scientific article; zbMATH DE number 4123104 |
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IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS (English)
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1989
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seasonal models
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Unobserved components ARIMA models
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time series
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model identification
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autocovariance generating function
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spectral generating function
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