State space and ARMA models : an overview of the equivalence
by Paul D. Gilbert
| Year of publication: |
1993
|
|---|---|
| Authors: | Gilbert, Paul D. |
| Publisher: |
Ottawa, Ontario |
| Subject: | Theorie | Theory | ARMA-Modell | ARMA model | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
| Extent: | VI, 38 S. : graph. Darst |
|---|---|
| Series: | Working paper / Bank of Canada. - Ottawa : [Verlag nicht ermittelbar], ISSN 1192-5434, ZDB-ID 2185930-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-662-20494-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000860508