State space methods in RATS

Journal of Statistical Software

Volumn 41, Issue 9, 2011, Pages 1-16

  Doan, Thomas ^a  

^a Estima   (United States)

Author keywords

ARMA model; Kalman filter; Soft ware tools; State space methods; Unobserved components

Indexed keywords

EID: 79961244459     PISSN: None     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v041.i09     Document Type: Article

References (12)

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