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