A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A...

Journal of Time Series Analysis 1981 Vol. 2; Iss. 2

A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER

Genshiro Kitagawa
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Volume:
2
Year:
1981
Language:
english
Pages:
14
DOI:
10.1111/j.1467-9892.1981.tb00316.x
File:
PDF, 557 KB
english, 1981
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