Title of article :
The ARMA model in state space form
Author/Authors :
Piet de Jong، نويسنده , , Jeremy Penzer، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2004
Pages :
7
From page :
119
To page :
125
Keywords :
Filter steady state , Kalman filter smoother , time series , State space model
Journal title :
Statistics and Probability Letters
Serial Year :
2004
Journal title :
Statistics and Probability Letters
Record number :
140397
Link To Document :
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