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The ARMA model in state space form

Penzer, Jeremy and de Jong, Piet (2004) The ARMA model in state space form. Statistics and Probability Letters, 70 (1). pp. 119-125. ISSN 0167-7152

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Identification Number: 10.1016/j.spl.2004.08.006
Item Type: Article
Official URL: http://www.elsevier.com/wps/find/journaldescriptio...
Additional Information: © 2004 Elsevier
Subjects: Q Science > QA Mathematics
Date Deposited: 25 Sep 2008 15:30
Last Modified: 01 Oct 2010 09:08
URI: http://eprints.lse.ac.uk/id/eprint/16357

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