IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS
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Publication:4203661
DOI10.1111/j.1467-9892.1989.tb00027.xzbMath0685.62069OpenAlexW2061745165MaRDI QIDQ4203661
Publication date: 1989
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00027.x
time seriesmodel identificationseasonal modelsautocovariance generating functionspectral generating functionUnobserved components ARIMA models
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On the identification of multivariate correlated unobserved components models, Dynamic factor analysis for short panels: estimating performance trajectories for water utilities, Estimation error and the specification of unobserved component models
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