Kalman-type recursions for time-varying ARMA models and their implication for least squares procedure (Q3633252)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Kalman-type recursions for time-varying ARMA models and their implication for least squares procedure |
scientific article; zbMATH DE number 5566170
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Kalman-type recursions for time-varying ARMA models and their implication for least squares procedure |
scientific article; zbMATH DE number 5566170 |
Statements
18 June 2009
0 references
Kalman-type recursions
0 references
least squares procedure
0 references
state-space representations
0 references
time-varying ARMA models
0 references
Wold-Cramér decomposition
0 references
0.8059804439544678
0 references
0.8049933910369873
0 references
0.7932115197181702
0 references
0.7843883037567139
0 references
0.7841346859931946
0 references
