6533b7d8fe1ef96bd126aad2
RESEARCH PRODUCT
Théorie de système et séries temporelles
Zaka Ratsimalahelosubject
[ MATH ] Mathematics [math]mathématiques séries temporelles innovation espace état stabilité stochastiqueséries temporellesstability stochasticmathematicsstate space[MATH] Mathematics [math]innovationmathématiquesstabilité stochastiquestatisticsespace étattime serieoperations researchdescription
The aim of this paper is to present a different representation of state space models, (innovation state space representation) which is relatively new and apparently unknown in the economics and econometrics literature and to describe some of its properties. state space representation is a very flexible form for time series and the approach taken in this paper therefore allows a broad class of models it does not impose a priori the decomposition of data series into trend and cycle
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1994-01-01 |