Decomposition of Time Series Dynamic Linear Models (Q4455665)
From MaRDI portal
scientific article; zbMATH DE number 2059157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposition of Time Series Dynamic Linear Models |
scientific article; zbMATH DE number 2059157 |
Statements
Decomposition of Time Series Dynamic Linear Models (English)
0 references
16 March 2004
0 references
autoregressive integrated moving average (ARIMA) model
0 references
cyclic components
0 references
independent decomposition
0 references
observability
0 references
state space model
0 references
