Unobserved components models with correlated disturbances

DOI10.1007/S10260-003-0074-YzbMath1056.62101OpenAlexW1588953269WikidataQ126576912 ScholiaQ126576912MaRDI QIDQ1767009

Tommaso Proietti

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-003-0074-y

zbMATH Keywords

smoothing splinescanonical decompositiontime series models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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