SEM Based CARMA Time Series Modeling for Arbitrary N
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DOI: 10.1080/00273171.2017.1383224
Abstract: ABSTRACT This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1… read more here.
Keywords: time series; carma time; time; based carma ... See more keywords