STATE TRANSITION SPECIFICATION IN STATE-SPACE MODELS

DOI10.1111/J.1467-9892.1986.TB00504.XMaRDI QIDQ3729870zbMATH OpenOpenAlexFDO

Authors Piet de Jong

Publication date 1986

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1986.tb00504.x

zbMATH Keywords

higher order differencespolynomial extrapolationrandom walk approachstability ofstate-space modelsstationaritytransition equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems and control (93E99)

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Cited in

(2)

• scientific article; zbMATH DE number 1124540 (Why is no real title available?)
• Parameter Space Restrictions in State Space Models

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