Mestre, Ricardo; McAdam, Peter - 2008
for them can then be found, see
expression (1): variable x
t
is decomposed into a deterministic time-varying component μ … > @
22
h
tt
h
t
h
ttt
h
tt
fxfx Q P Q P ( ( ,
0 (
tt
x P and 0 (
h
t
h
t
f Q , it is … and that the variable x
t
spans until period T and is assumed to be present for at least h periods before time
0. A …