Positivity conditions for stochastic state space modelling of time series
Christiaan Heij, Teun Kloek and André Lucas
| Year of publication: |
1992
|
|---|---|
| Authors: | Heij, Christiaan |
| Other Persons: | Kloek, Teunis (contributor) ; Lucas, André (contributor) |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 11.1992, 3, p. 379-396
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001133926