Kalman-type recursions for time-varying ARMA models and their implication for least squares procedure (Q3633252)
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scientific article; zbMATH DE number 5566170
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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
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Kalman-type recursions
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least squares procedure
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state-space representations
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time-varying ARMA models
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Wold-Cramér decomposition
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0.8059804439544678
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0.8049933910369873
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0.7932115197181702
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0.7843883037567139
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0.7841346859931946
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