Unobserved components models with correlated disturbances (Q1767009)
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scientific article; zbMATH DE number 2140485
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| English | Unobserved components models with correlated disturbances |
scientific article; zbMATH DE number 2140485 |
Statements
Unobserved components models with correlated disturbances (English)
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3 March 2005
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canonical decomposition
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time series models
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smoothing splines
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0.764257550239563
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0.7610737681388855
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0.7583233714103699
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0.7516120076179504
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0.7509124875068665
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