Parameter Space Restrictions in State Space Models

DOI10.1002/FOR.1209zbMath1397.62311OpenAlexW3023480135MaRDI QIDQ4687251

Sung Ho Park, Myoung H. Park, Duk bin Jun, Dongsoo S. Kim

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1209

zbMATH Keywords

ARIMA modelstrend-cycle decompositionauto-covariance structures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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