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Decomposition of time series models in state-space form

Lookup NU author(s): Dr Kostas Triantafyllopoulos

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Author(s): Godolphin EJ, Triantafyllopoulos K

Publication type: Article

Publication status: Published

Journal: Computational Statistics & Data Analysis

Year: 2006

Volume: 50

Issue: 9

Pages: 2232-2246

ISSN (print): 0167-9473

ISSN (electronic): 1872-7352

Publisher: Elsevier BV

URL: http://dx.doi.org/10.1016/j.csda.2004.12.012

DOI: 10.1016/j.csda.2004.12.012

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