scientific article

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Kalman filter forecasting regression state-space representation economic data multiple time series Spectral analysis

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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