Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment

• 1 December 1987
• journal article
• Published by JSTOR in Journal of the American Statistical Association
• Vol. 82  (400) , 1041
• https://doi.org/10.2307/2289376

Abstract

Keywords

• TIME SERIES
• NONSTATIONARY TIME
• GAUSSIAN STATE
• SPACE MODELING
• COMMENT
• STATE SPACE