A note on Kalman filtering for the seasonal moving average model
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Publication:3681792
DOI10.1093/biomet/71.3.648zbMath0566.62082MaRDI QIDQ3681792
Publication date: 1984
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/71.3.648
62M20: Inference from stochastic processes and prediction
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