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Q4002938 - MaRDI portal

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    publication date
    18 September 1992
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    Mathematics Subject Classification ID
    62M10
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    62-01
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    62M20
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    62M15
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    zbMATH DE Number
    52648
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    zbMATH Keywords
    state space models
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    nonlinear models
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    time domain
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    autoregressive-moving average models
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    Kalman filter
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    frequency domain
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    fractional differencing
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    cointegration
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    unrestricted autoregression
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    tests for unit roots
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    time series analysis
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    author
    Andrew C. Harvey
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