Smoothing non-Gaussian time series with autoregressive structure

Gary K. Grunwald and Rob Hyndman ()

Computational Statistics & Data Analysis, 1998, vol. 28, issue 2, pages 171-191

View citations in EconPapers

Downloads: (external link)
http://www.sciencedi ... c677bcf662282910eaa2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this article

Computational Statistics & Data Analysis is edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Series data maintained by Heidi Boesdal ().