Subject
Applied Mathematics,Economics and Econometrics
Reference33 articles.
1. Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes;Akaike;Ann. Inst. Statist. Math.,1974
2. Anderson, B.D.O., Deistler, M., Felsenstein, E., Funovits, B., Zadrozny, P.A., Eichler, M., Chen, W., Zamani, M., 2012. Identifiability of regular and singular multivariate autoregressive models from mixed-frequency data, In: Proceedings of 51st IEEE Conference on Decision and Control, pp. 184–189.
3. Optimal Filtering;Anderson,1979
4. Time Series Analysis: Forecasting and Control;Box,1976
5. An extended Yule–Walker method for estimating vector autoregressive models with mixed-frequency data;Chen;Adv. Econom.,1998
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献