Finite sample prediction of stationary and non-invertible ARMA-processes : a comparison of the CSS-technique (conditional sum of squares) and Kalman filtering
Year of publication: |
1979
|
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Authors: | Juselius, Katarina |
Publisher: |
Helsingfors |
Subject: | Ökonometrik Schätzung |
Extent: | 19 S |
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Series: | Meddelanden från Svenska Handelshögskolan ; 39, (1979) |
Type of publication: | Book / Working Paper |
ISBN: | 951-555-098-X |
Source: | ECONIS - Online Catalogue of the ZBW |
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