✦ LIBER ✦

Diagnostic Checking of Unobserved-Components Time Series Models

✍ Scribed by Andrew C. Harvey and Siem Jan Koopman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A METHOD FOR DIAGNOSTIC CHECKING OF TIME

✍ Per Hokstad 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 299 KB

Time Series Analysis (Box/Time Series An

✍ Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C. 📂 Article 📅 2008 🏛 Wiley ⚖ 252 KB

Diagnostic checks of non-standard time s

✍ J. Q. Smith 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 503 KB

DIAGNOSTIC CHECKING ARMA TIME SERIES MOD

✍ A. I. McLeod; W. K. Li 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB

Diagnostic Checks in Time Series

✍ Mohamed Afzal Norat 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 119 KB

IDENTIFICATION OF UNOBSERVED COMPONENTS

✍ Luiz Koodi Hotta 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 559 KB