The ARMA model in state space form
type: Item
instance of: scholarly article
title: The ARMA model in state space form
zbMATH Open document ID: 1107.62088
author: Jeremy Penzer
author: Piet de Jong
published in: Statistics \& Probability Letters
publication date: 2007-03-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 5130379
zbMATH Keywords: filter steady state
zbMATH Keywords: Kalman filter smoother
zbMATH Keywords: state space model
zbMATH Keywords: time series
MaRDI profile type: Publication
full work available at URL: j.spl.2004.08.006
OpenAlex ID: W2030552628
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DOI: 10.1016/J.SPL.2004.08.006
description: scientific article; zbMATH DE number 5130379