A note on the two assumptions of standard unobserved components models
Year of publication: |
2008
|
---|---|
Authors: | Nagakura, Daisuke |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 100.2008, 1, p. 123-125
|
Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätztheorie | Estimation theory |
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