Matrix formulars for nonstationary ARIMA signal extraction
Year of publication: |
2008
|
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Authors: | McElroy, Tucker |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 4, p. 988-1009
|
Subject: | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis |
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