Finite sample prediction of stationary and non-invertible ARMA-processes : a comparison of the CSS-technique (conditional sum of squares) and Kalman filtering
Katarina Juselius
| Year of publication: |
1979
|
|---|---|
| Authors: | Juselius, Katarina |
| Publisher: |
Helsingfors |
| Subject: | Ökonometrik Schätzung |
| Extent: | 19 S |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan ; 39, (1979) |
| Type of publication: | Book / Working Paper |
| ISBN: | 951-555-098-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002150989