Dynamic linear models for time series components / by Estela Bee Dagum and Benoit Quenneville.: CS11-614/89-20E-PDF
"This paper describes a general state space approach for the modelling of the components and the calculation of the mean square errors of the estimated unobserved components"--Abstract.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.838353&sl=0
| Department/Agency |
|
|---|---|
| Title | Dynamic linear models for time series components / by Estela Bee Dagum and Benoit Quenneville. |
| Series title |
|
| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
| Electronic document | |
| Note(s) |
|
| Publishing information |
|
| Author / Contributor |
|
| Description | 19, [2] p. : figures. |
| Catalogue number |
|
| Departmental catalogue number | 11-614E |
| Subject terms |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.Page details
- Date modified: