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Théorie de système et séries temporelles

Abstract : The aim of this paper is to present a different representation of state space models, (innovation state space representation) which is relatively new and apparently unknown in the economics and econometrics literature and to describe some of its properties. state space representation is a very flexible form for time series and the approach taken in this paper therefore allows a broad class of models it does not impose a priori the decomposition of data series into trend and cycle
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https://hal.archives-ouvertes.fr/hal-01527144
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Zaka Ratsimalahelo. Théorie de système et séries temporelles. [Rapport de recherche] Laboratoire d'analyse et de techniques économiques(LATEC). 1994, 43 p., ref. bib. : 1 p. 1/2. ⟨hal-01527144⟩

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