Signal Extraction and the Formulation of Unobserved Components Models

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@article{7d3ae06307314503bb0cf119d1043c2f,

title = "Signal Extraction and the Formulation of Unobserved Components Models",

author = "A.C. Harvey and S.J. Koopman",

year = "2000",

doi = "10.1111/1368-423x.00040",

language = "English",

volume = "3",

pages = "84--107",

journal = "Econometrics Journal",

issn = "1368-4221",

publisher = "Wiley-Blackwell",

}