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Parameter Space Restrictions in State Space Models Jun, Duk-Bin; Kim, Dong-Soo; Park, Sung-Ho; Park, Myoung-Hwan, JOURNAL OF FORECASTING, v.31, no.2, pp.109 - 123, 2012-03 |
State space trend-cycle decomposition of the ARIMA(1,1,1) process Joo, Young Jin; Jun, Duk Bin, JOURNAL OF FORECASTING, v.16, no.6, pp.411 - 424, 1997-11 |
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