The ARMA model in state space form
Penzer, Jeremy; and de Jong, Piet
(2004)
The ARMA model in state space form
Statistics and Probability Letters, 70 (1).
pp. 119-125.
ISSN 0167-7152
| Item Type | Article |
|---|---|
| Departments | LSE |
| DOI | 10.1016/j.spl.2004.08.006 |
| Date Deposited | 25 Sep 2008 15:30 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16357 |
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