## ABSTRACT The state space model is widely used to handle time series data driven by related latent processes in many fields. In this article, we suggest a framework to examine the relationship between state space models and autoregressive integrated moving average (ARIMA) models by examining the
Wavelets in state space models
β Scribed by Eliana Zandonade; Pedro A. Morettin
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 362 KB
- Volume
- 19
- Category
- Article
- ISSN
- 1524-1904
- DOI
- 10.1002/asmb.496
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