Stochastic and deterministic trend in state space models
| Autor: | Raquel Martín-Rivero, Domingo Lorenzo-Díaz, Enrique González-Dávila, Elisa Jorge-González |
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| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
021103 operations research 0211 other engineering and technologies 02 engineering and technology Kalman filter 01 natural sciences Structural time series models 010104 statistics & probability Modeling and Simulation Statistics State space Applied mathematics 0101 mathematics Time series Mathematics |
| Zdroj: | Communications in Statistics - Simulation and Computation. 50:2809-2822 |
| ISSN: | 1532-4141 0361-0918 |
| Popis: | In recent years state-space representations and the associated Kalman filter have had a profound impact on time series analysis and many related areas. The structural time series models are formula... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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