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
Keywords :
Filter steady state , Kalman filter smoother , time series , State space model
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters