Signal and noise extraction in multivariate ARMA model

Authors
Vitale, C.
Citation
C. Vitale, Signal and noise extraction in multivariate ARMA model, Statistica, 47(2), 1987, pp. 183-198
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
47
Issue
2
Year of publication
1987
Pages
183 - 198
Database
ESSPER
SICI code
0390-590X(1987)47:2<183:SANEIM>2.0.ZU;2-A