The ARMA model in state space form (Q868278)
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scientific article; zbMATH DE number 5130379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ARMA model in state space form |
scientific article; zbMATH DE number 5130379 |
Statements
The ARMA model in state space form (English)
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2 March 2007
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filter steady state
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Kalman filter smoother
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state space model
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time series
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