The following pages link to The ARMA model in state space form (Q868278):
Displaying 11 items.
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case (Q281040) (← links)
- Unscented Kalman filter for time varying spectral analysis of earthquake ground motions (Q838277) (← links)
- Instantaneous spectrum estimation of earthquake ground motions based on unscented Kalman filter method (Q940475) (← links)
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution (Q2513593) (← links)
- A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS (Q2933192) (← links)
- State space models for time series with patches of unusual observations (Q3505320) (← links)
- Prediction of Long-Range Dependent Time Series Data with Performance Guarantee (Q3646116) (← links)
- Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
- Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
- Single and multiple error state-space models for signal extraction (Q5220774) (← links)
- Predictability, real time estimation, and the formulation of unobserved components models (Q5862414) (← links)
