Signal extraction and the formulation of unobserved components models

Andrew Harvey; Siem Jan Koopman

Year of publication:	2000
Authors:	Harvey, Andrew C. ; Koopman, Siem Jan
Published in:	The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 3.2000, 1, p. 84-107
Subject:	Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Zustandsraummodell \| State space model

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