Diagnostic checking of unobserved components : time series models
Andrew Harvey ; Siem-Jan Koopman
| Year of publication: |
1992
|
|---|---|
| Authors: | Harvey, Andrew C. ; Koopman, Siem Jan |
| Publisher: |
Rotterdam [u.a.] |
| Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
| Extent: | 33 S. : graph. Darst |
|---|---|
| Series: | Research memorandum series / Tinbergen Instituut. - Rotterdam [u.a.], ISSN 0925-2010, ZDB-ID 2469491-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000830094