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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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Item Type: Article
Official URL: http://www.elsevier.com/wps/find/journaldescriptio...
Additional Information: © 2004 Elsevier
Library of Congress subject classification: Q Science > QA Mathematics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 25 Sep 2008 15:30
URL: http://eprints.lse.ac.uk/16357/

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