Improved estimates of the parameters of state space time series models
Year of publication: |
1996
|
---|---|
Authors: | Havenner, Arthur |
Other Persons: | Leng, Zhiqiang (contributor) |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 20.1996, 5, p. 767-789
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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