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Application of Kalman Filter
Pereira, Pedro L. Valls
- In:
Econometric Theory
3
(
1987
)
02
,
pp. 306-309
Persistent link: https://www.econbiz.de/10005610576
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THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES
Hwang, Soosung
- In:
Econometric Theory
16
(
2000
)
03
,
pp. 347-372
Persistent link: https://www.econbiz.de/10005610370
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