No label defined (Q4002938)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
18 September 1992
0 references
state space models
0 references
nonlinear models
0 references
time domain
0 references
autoregressive-moving average models
0 references
Kalman filter
0 references
frequency domain
0 references
fractional differencing
0 references
cointegration
0 references
unrestricted autoregression
0 references
tests for unit roots
0 references
time series analysis
0 references
