The ARMA model in state space form
Penzer, J. & de Jong, P.
(2004).
The ARMA model in state space form.
Statistics and Probability Letters,
70(1), 119-125.
https://doi.org/10.1016/j.spl.2004.08.006
| Item Type | Article |
|---|---|
| Copyright holders | © 2004 Elsevier |
| Departments | LSE |
| DOI | 10.1016/j.spl.2004.08.006 |
| Date Deposited | 25 Sep 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16357 |
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