ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL (Q3481115)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL |
scientific article |
Statements
ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL (English)
0 references
1990
0 references
boundary estimates
0 references
non-invertibility
0 references
structural time series models
0 references
local level model
0 references
deterministic level
0 references
signal-to-noise ratio
0 references
maximum likelihood estimator
0 references
initial conditions
0 references
0 references
0 references
