A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING

Author:

Aoki Masanao

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference37 articles.

1. Ahn , S. K. Reinsel , G. C. 1987 Estimation for partially nonstationary multivariate autoregressive models. NSF-NBER Time Series Workshop, Raleigh, VA, October

2. Aoki , M. 1989 Singular values, canonical correlation coefficients and the dimension of state space models of time series. NSF-NBER Seminars on Time Series, Madrid, September

3. Cointegration, error correction, and aggregation in dynamic models:a comment;Aoki;Oxford Bull. Econ. Statist.,1988a

4. Aoki , M. 1988b State space models for vector-valued time series with real and complex random walk components. Annual Meeting of the American Statistical Association, New Orleans

5. Aoki , M. 1988c Large sample properties of state space models for time series with unit roots. Working Paper 468, Department of Economics, University of California at Los Angeles, February; revised July

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3